+32.2%
EIX vs FFIV
+132.4%
-100.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | +0.7% | -2.1% | +2.8% | +1.1% |
| 30D | +8.8% | -33.8% | +42.5% | +16.3% |
| 3M | -10.9% | -20.6% | +9.7% | -8.4% |
| 6M | -10.3% | -10.2% | 0.0% | -10.7% |
| YTD | +5.8% | +24.5% | -18.6% | -3.1% |
| 1Y | +11.4% | +29.3% | -17.9% | +0.9% |
| 3Y | +11.1% | +103.8% | -92.7% | -12.5% |
| 5Y | +18.5% | +40.9% | -22.4% | +0.5% |
| 10Y | +32.2% | +126.6% | -94.4% | -8.5% |
| All | +32.2% | +132.4% | -100.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling