-22.1%
FPS vs ESI
+11.0%
-33.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.1% | +10.9% | +10.4% |
| 7D | -8.0% | -3.5% | -4.5% | -2.1% |
| 30D | -43.5% | -9.3% | -34.3% | -35.0% |
| 3M | -41.6% | -12.8% | -28.8% | -30.2% |
| 6M | -44.0% | -24.6% | -19.4% | -25.5% |
| All | -22.1% | +11.0% | -33.1% | -28.5% |
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