+11.4%
FPS vs EL
-1.9%
+13.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.1% |
| 7D | +10.4% | +1.7% | +8.7% | +10.3% |
| 30D | -16.5% | +15.5% | -32.0% | -16.7% |
| 3M | -45.5% | +20.6% | -66.1% | -45.7% |
| 6M | +2.1% | +10.5% | -8.4% | +6.9% |
| All | +11.4% | -1.9% | +13.3% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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