-32.8%
FPS vs EIX
-2.9%
-30.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.5% | +6.8% |
| 7D | -24.5% | +1.0% | -25.5% | -24.5% |
| 30D | -52.1% | +9.1% | -61.2% | -51.9% |
| 3M | -48.4% | -10.2% | -38.1% | -48.2% |
| 6M | -54.4% | -11.2% | -43.1% | -55.8% |
| All | -32.8% | -2.9% | -30.0% | -38.6% |
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