-22.6%
FPS vs ET
+12.0%
-34.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.5% | -13.8% | -16.9% |
| 7D | -23.3% | -6.0% | -17.3% | -23.1% |
| 30D | -42.4% | -6.1% | -36.3% | -42.8% |
| 3M | -43.0% | -2.7% | -40.4% | -42.7% |
| 6M | -44.5% | +0.2% | -44.7% | -42.4% |
| All | -22.6% | +12.0% | -34.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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