-22.6%
FPS vs ED
+12.8%
-35.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.0% | -20.3% | -12.1% |
| 7D | -23.3% | +5.4% | -28.7% | -15.2% |
| 30D | -42.4% | +16.4% | -58.8% | -26.8% |
| 3M | -43.0% | +11.9% | -54.9% | -31.2% |
| 6M | -44.5% | +11.6% | -56.0% | -32.1% |
| All | -22.6% | +12.8% | -35.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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