-32.8%
FPS vs ES
+5.4%
-38.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.9% | +9.9% | +4.9% |
| 7D | -24.5% | +1.9% | -26.4% | -23.3% |
| 30D | -52.1% | +7.1% | -59.1% | -50.1% |
| 3M | -48.4% | -1.9% | -46.4% | -47.2% |
| 6M | -54.4% | +4.4% | -58.7% | -53.7% |
| All | -32.8% | +5.4% | -38.2% | -32.7% |
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