+26.1%
W vs FPS
-14.8%
+40.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.8% | +7.3% | -1.1% |
| 7D | -1.7% | +21.6% | -23.3% | -4.7% |
| 30D | +3.2% | -38.8% | +42.0% | +9.7% |
| 3M | +8.3% | -42.1% | +50.4% | +15.4% |
| 6M | +84.3% | -48.5% | +132.8% | +100.5% |
| All | +26.1% | -14.8% | +40.9% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling