+782.4%
EIX vs FDS
+9,502.8%
-8,720.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.5% |
| 7D | -19.1% | -1.9% | -17.2% | -18.9% |
| 30D | -16.9% | +9.0% | -25.9% | -18.5% |
| 3M | -20.0% | +18.9% | -38.9% | -23.3% |
| 6M | -21.3% | +35.1% | -56.4% | -27.2% |
| YTD | -1.7% | +5.5% | -7.2% | -4.8% |
| 1Y | +9.6% | -16.8% | +26.4% | +10.9% |
| 3Y | -3.7% | -28.1% | +24.4% | 0.0% |
| 5Y | +22.6% | -17.4% | +40.0% | +23.0% |
| 10Y | +17.7% | +85.4% | -67.8% | -0.3% |
| All | +782.4% | +9,502.8% | -8,720.5% | +353.7% |
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