+57.4%
TEAM vs FPS
-13.1%
+70.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +16.0% | -15.2% | +1.9% |
| 7D | -17.2% | -8.0% | -9.2% | -17.1% |
| 30D | -25.1% | -43.5% | +18.4% | -28.4% |
| 3M | +3.9% | -41.6% | +45.5% | +0.7% |
| 6M | +69.1% | -44.0% | +113.1% | +67.2% |
| All | +57.4% | -13.1% | +70.5% | +72.8% |
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