-22.6%
FPS vs EIX
+0.6%
-23.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.1% | -20.4% | -17.1% |
| 7D | -23.3% | +4.5% | -27.8% | -23.1% |
| 30D | -42.4% | +15.2% | -57.6% | -42.1% |
| 3M | -43.0% | -11.6% | -31.4% | -42.8% |
| 6M | -44.5% | -8.4% | -36.1% | -46.0% |
| All | -22.6% | +0.6% | -23.2% | -29.1% |
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