+12.8%
EIX vs FDS
-23.3%
+36.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | +8.5% | +14.8% | -6.3% | +7.8% |
| 3M | -13.5% | +16.3% | -29.7% | -14.4% |
| 6M | -12.4% | +66.2% | -78.6% | -16.3% |
| YTD | +5.9% | +16.2% | -10.3% | +6.9% |
| 1Y | +7.6% | +21.8% | -14.2% | +7.2% |
| 3Y | +12.8% | -23.9% | +36.7% | +24.6% |
| All | +12.8% | -23.3% | +36.0% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling