+838.0%
EIX vs FDS
+10,327.4%
-9,489.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +9.1% | +20.2% | -11.1% | +5.1% |
| 3M | -10.2% | +19.9% | -30.1% | -13.9% |
| 6M | -11.2% | +56.2% | -67.4% | -20.1% |
| YTD | +4.5% | +14.6% | -10.1% | -0.8% |
| 1Y | +10.9% | +31.6% | -20.7% | +2.1% |
| 3Y | +8.4% | -23.8% | +32.2% | +11.0% |
| 5Y | +18.0% | -22.6% | +40.5% | +19.6% |
| 10Y | +30.3% | +139.3% | -109.0% | +5.1% |
| All | +838.0% | +10,327.4% | -9,489.5% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling