-22.6%
FPS vs ESI
+12.6%
-35.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.6% | -12.7% | -12.6% |
| 7D | -23.3% | -6.6% | -16.8% | -17.0% |
| 30D | -42.4% | -10.9% | -31.5% | -33.8% |
| 3M | -43.0% | -13.8% | -29.2% | -32.5% |
| 6M | -44.5% | -21.5% | -22.9% | -29.5% |
| All | -22.6% | +12.6% | -35.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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