+6.9%
FPS vs ET
+24.8%
-18.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -3.7% |
| 7D | +5.3% | +0.6% | +4.7% | +5.7% |
| 30D | -17.6% | +5.3% | -22.9% | -15.5% |
| 3M | -45.8% | +15.6% | -61.4% | -42.4% |
| 6M | -10.1% | +20.6% | -30.7% | -6.7% |
| All | +6.9% | +24.8% | -18.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling