+58.4%
XYZ vs FPS
-14.9%
+73.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.8% |
| 7D | -1.1% | +13.6% | -14.6% | -1.5% |
| 30D | +11.5% | -32.4% | +43.9% | +12.7% |
| 3M | +1.8% | -41.1% | +42.9% | +3.9% |
| 6M | +21.2% | -51.4% | +72.6% | +25.2% |
| All | +58.4% | -14.9% | +73.4% | +53.3% |
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