-64.7%
TE vs FPS
-39.3%
-25.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +14.4% | -11.5% | -5.2% |
| 7D | -22.0% | +9.5% | -31.5% | -26.7% |
| 30D | -33.6% | -33.8% | +0.1% | -17.8% |
| 3M | -61.1% | -34.9% | -26.2% | -51.7% |
| 6M | -64.7% | -42.9% | -21.8% | -49.9% |
| All | -64.7% | -39.3% | -25.5% | -49.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling