-47.5%
FPS vs EFX
+9.0%
-56.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.7% | +16.7% | +15.4% |
| 7D | -8.0% | -2.2% | -5.8% | -8.8% |
| 30D | -43.5% | +29.2% | -72.7% | -28.7% |
| 3M | -41.6% | +3.5% | -45.1% | -37.3% |
| All | -47.5% | +9.0% | -56.5% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling