+32.2%
EIX vs FDS
+135.1%
-102.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -5.0% | +5.7% | +2.0% |
| 30D | +8.8% | +13.8% | -5.0% | +5.1% |
| 3M | -10.9% | +14.8% | -25.8% | -14.8% |
| 6M | -10.3% | +47.4% | -57.7% | -21.2% |
| YTD | +5.8% | +14.2% | -8.3% | -0.3% |
| 1Y | +11.4% | +26.6% | -15.3% | +0.7% |
| 3Y | +11.1% | -24.4% | +35.5% | +19.2% |
| 5Y | +18.5% | -22.6% | +41.1% | +24.0% |
| 10Y | +32.2% | +130.0% | -97.7% | -1.3% |
| All | +32.2% | +135.1% | -102.9% | -1.3% |
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