+22.7%
EIX vs FDS
-17.4%
+40.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.4% |
| 7D | -19.1% | -1.9% | -17.2% | -19.0% |
| 30D | -16.9% | +9.0% | -25.9% | -18.3% |
| 3M | -20.0% | +18.9% | -38.9% | -22.8% |
| 6M | -21.3% | +35.1% | -56.4% | -26.6% |
| YTD | -1.7% | +5.5% | -7.2% | -2.3% |
| 1Y | +9.6% | -16.8% | +26.4% | +16.9% |
| 3Y | -3.7% | -28.1% | +24.4% | +6.6% |
| All | +22.7% | -17.4% | +40.0% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling