+9.6%
EIX vs FDS
-17.4%
+27.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.7% |
| 7D | -19.1% | -1.9% | -17.2% | -19.2% |
| 30D | -16.9% | +9.0% | -25.9% | -16.9% |
| 3M | -20.0% | +18.9% | -38.9% | -19.9% |
| 6M | -21.3% | +35.1% | -56.4% | -20.7% |
| YTD | -1.7% | +5.5% | -7.2% | +0.3% |
| 1Y | +9.6% | -16.8% | +26.4% | +10.5% |
| All | +9.6% | -17.4% | +27.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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