-23.6%
FPS vs EIX
-1.9%
-21.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.1% | -10.0% | -9.8% |
| 7D | +21.6% | -1.5% | +23.1% | +21.5% |
| 30D | -38.8% | +8.1% | -46.9% | -38.5% |
| 3M | -42.1% | -12.1% | -30.0% | -41.9% |
| 6M | -48.5% | -13.4% | -35.1% | -49.3% |
| All | -23.6% | -1.9% | -21.8% | -30.2% |
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