+17.4%
EIX vs FFIV
+23.1%
-5.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +0.9% | -1.5% | +2.4% | +0.7% |
| 30D | -13.5% | -2.7% | -10.9% | -13.6% |
| 3M | -15.3% | -1.7% | -13.6% | -15.4% |
| 6M | -15.3% | +36.1% | -51.5% | -16.3% |
| YTD | +2.7% | +52.6% | -49.9% | 0.0% |
| 1Y | +17.4% | +21.5% | -4.1% | +16.8% |
| All | +17.4% | +23.1% | -5.6% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling