-22.6%
FPS vs ES
+6.3%
-28.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.1% | -19.4% | -16.1% |
| 7D | -23.3% | +5.3% | -28.7% | -21.1% |
| 30D | -42.4% | +8.9% | -51.3% | -39.8% |
| 3M | -43.0% | -1.9% | -41.1% | -41.8% |
| 6M | -44.5% | +3.9% | -48.4% | -43.6% |
| All | -22.6% | +6.3% | -28.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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