-23.6%
FPS vs ED
+11.9%
-35.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.1% | -10.0% | -9.6% |
| 7D | +21.6% | -1.7% | +23.4% | +18.3% |
| 30D | -38.8% | +10.7% | -49.5% | -26.2% |
| 3M | -42.1% | +11.6% | -53.8% | -29.9% |
| 6M | -48.5% | +13.5% | -62.0% | -35.9% |
| All | -23.6% | +11.9% | -35.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling