-23.7%
FPS vs ESI
+11.4%
-35.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.7% |
| 7D | +13.6% | +5.5% | +8.0% | +8.3% |
| 30D | -32.4% | -7.8% | -24.6% | -22.9% |
| 3M | -41.1% | -15.0% | -26.1% | -27.7% |
| 6M | -51.4% | -24.9% | -26.5% | -34.9% |
| All | -23.7% | +11.4% | -35.1% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling