+8.1%
FPS vs EFX
-2.3%
+10.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.4% | +8.8% | -0.6% |
| 7D | +3.1% | -8.6% | +11.8% | -1.2% |
| 30D | -18.6% | +0.1% | -18.7% | -18.1% |
| 3M | -51.5% | +3.8% | -55.3% | -49.4% |
| 6M | -8.5% | -13.5% | +5.0% | +1.2% |
| All | +8.1% | -2.3% | +10.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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