+8.4%
EIX vs FFIV
+102.2%
-93.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +1.0% | -8.1% | +9.1% | +1.1% |
| 30D | +9.1% | -33.4% | +42.5% | +9.8% |
| 3M | -10.2% | -24.7% | +14.5% | -9.9% |
| 6M | -11.2% | -8.8% | -2.4% | -12.9% |
| YTD | +4.5% | +21.8% | -17.3% | -1.8% |
| 1Y | +10.9% | +25.3% | -14.4% | +3.7% |
| 3Y | +8.4% | +101.2% | -92.7% | -12.7% |
| All | +8.4% | +102.2% | -93.8% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling