+8.1%
FPS vs EIX
-8.6%
+16.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.5% |
| 7D | +3.1% | -19.1% | +22.2% | +3.0% |
| 30D | -18.6% | -16.9% | -1.6% | -18.5% |
| 3M | -51.5% | -20.0% | -31.5% | -52.3% |
| 6M | -8.5% | -21.3% | +12.8% | -10.7% |
| All | +8.1% | -8.6% | +16.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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