+11.4%
FPS vs ECL
-3.4%
+14.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.0% |
| 7D | +10.4% | -0.8% | +11.1% | +10.3% |
| 30D | -16.5% | -2.5% | -14.1% | -16.6% |
| 3M | -45.5% | +8.3% | -53.9% | -46.5% |
| 6M | +2.1% | -1.1% | +3.2% | +5.1% |
| All | +11.4% | -3.4% | +14.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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