+11.4%
FPS vs EFV
+10.6%
+0.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +4.5% |
| 7D | +10.4% | +1.0% | +9.4% | +8.0% |
| 30D | -16.5% | +0.2% | -16.7% | -16.8% |
| 3M | -45.5% | +9.6% | -55.1% | -54.9% |
| 6M | +2.1% | +14.0% | -11.9% | -19.7% |
| All | +11.4% | +10.6% | +0.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling