+12.3%
EIX vs FFIV
+102.3%
-90.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.5% |
| 7D | -2.5% | -2.9% | +0.4% | -2.5% |
| 30D | +7.7% | -32.4% | +40.1% | +8.3% |
| 3M | -12.9% | -22.7% | +9.8% | -12.5% |
| 6M | -12.7% | -10.7% | -2.0% | -13.8% |
| YTD | +5.5% | +25.4% | -19.9% | -0.9% |
| 1Y | +9.4% | +34.2% | -24.8% | +1.7% |
| All | +12.3% | +102.3% | -90.0% | -6.6% |
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