+54.9%
TEAM vs FPS
-5.5%
+60.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.4% | -11.8% | +3.4% |
| 7D | -19.7% | +9.5% | -29.2% | -18.8% |
| 30D | -26.6% | -33.8% | +7.1% | -28.9% |
| 3M | -1.1% | -34.9% | +33.8% | -3.4% |
| 6M | +74.6% | -42.9% | +117.5% | +71.9% |
| All | +54.9% | -5.5% | +60.4% | +70.9% |
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