-48.4%
FPS vs ED
+9.4%
-57.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.3% | +1.4% |
| 7D | -24.5% | +1.6% | -26.2% | -20.5% |
| 30D | -52.1% | +13.3% | -65.4% | -46.7% |
| 3M | -48.4% | +9.7% | -58.1% | -42.0% |
| All | -48.4% | +9.4% | -57.7% | -42.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling