-17.2%
T vs FPS
-13.7%
-3.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -17.3% | +19.4% | +0.5% |
| 7D | +5.5% | -23.3% | +28.8% | +3.2% |
| 30D | -8.9% | -42.4% | +33.5% | -12.5% |
| 3M | -5.6% | -43.0% | +37.5% | -9.1% |
| 6M | -14.3% | -44.5% | +30.2% | -18.1% |
| All | -17.2% | -13.7% | -3.5% | -20.0% |
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