+8.1%
FPS vs EFV
+11.3%
-3.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.8% |
| 7D | +3.1% | +1.5% | +1.6% | -0.1% |
| 30D | -18.6% | +1.7% | -20.3% | -21.5% |
| 3M | -51.5% | +8.6% | -60.1% | -58.9% |
| 6M | -8.5% | +11.7% | -20.2% | -24.6% |
| All | +8.1% | +11.3% | -3.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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