+22.7%
EIX vs FDS
+77.6%
-54.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +5.6% |
| 7D | +0.9% | -5.4% | +6.3% | +2.3% |
| 30D | -13.5% | +1.6% | -15.1% | -14.4% |
| 3M | -15.3% | +17.7% | -33.0% | -20.1% |
| 6M | -15.3% | +29.1% | -44.4% | -23.4% |
| YTD | +2.7% | +1.0% | +1.8% | +0.2% |
| 1Y | +17.4% | -21.6% | +39.1% | +24.5% |
| 3Y | -1.3% | -30.1% | +28.8% | +7.7% |
| 5Y | +27.2% | -20.7% | +47.9% | +30.0% |
| 10Y | +22.7% | +78.3% | -55.5% | -3.6% |
| All | +22.7% | +77.6% | -54.8% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling