+35.4%
EIX vs FDS
+127.0%
-91.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -1.5% | -2.6% | +1.1% | -0.8% |
| 30D | +8.1% | +14.1% | -5.9% | +4.4% |
| 3M | -12.1% | +19.8% | -31.9% | -16.9% |
| 6M | -13.4% | +55.0% | -68.4% | -25.1% |
| YTD | +5.6% | +15.9% | -10.3% | -1.0% |
| 1Y | +7.8% | +24.2% | -16.4% | -1.7% |
| 3Y | +9.8% | -24.0% | +33.9% | +17.8% |
| 5Y | +18.8% | -23.3% | +42.2% | +25.1% |
| All | +35.4% | +127.0% | -91.5% | 0.0% |
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