+3.7%
MAR vs FPS
+20.6%
-16.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | +0.1% |
| 7D | -4.2% | +3.1% | -7.3% | -4.2% |
| 30D | -6.7% | -18.6% | +11.9% | -6.4% |
| 3M | -12.5% | -51.5% | +39.0% | -9.7% |
| 6M | +0.6% | -8.5% | +9.1% | -1.5% |
| All | +3.7% | +20.6% | -16.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling