-25.9%
FPS vs ED
+11.8%
-37.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.7% | -3.6% |
| 7D | -20.9% | +2.1% | -23.0% | -16.6% |
| 30D | -46.3% | +12.4% | -58.8% | -34.2% |
| 3M | -42.9% | +13.1% | -56.0% | -29.6% |
| 6M | -46.8% | +14.1% | -60.9% | -33.6% |
| All | -25.9% | +11.8% | -37.8% | -8.4% |
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