+17.4%
EIX vs FDS
-20.8%
+38.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +4.3% |
| 7D | +0.9% | -5.4% | +6.3% | +0.6% |
| 30D | -13.5% | +1.6% | -15.1% | -13.7% |
| 3M | -15.3% | +17.7% | -33.0% | -15.2% |
| 6M | -15.3% | +29.1% | -44.4% | -14.9% |
| YTD | +2.7% | +1.0% | +1.8% | +4.7% |
| 1Y | +17.4% | -21.6% | +39.1% | +20.3% |
| All | +17.4% | -20.8% | +38.3% | +20.3% |
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 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