+22.7%
EIX vs FFIV
+91.3%
-68.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -19.1% | -1.0% | -18.1% | -19.1% |
| 30D | -16.9% | -5.1% | -11.8% | -16.5% |
| 3M | -20.0% | -4.5% | -15.6% | -19.9% |
| 6M | -21.3% | +36.5% | -57.8% | -26.2% |
| YTD | -1.7% | +53.0% | -54.7% | -10.1% |
| 1Y | +9.6% | +24.2% | -14.7% | +4.0% |
| 3Y | -3.7% | +137.2% | -140.9% | -21.7% |
| All | +22.7% | +91.3% | -68.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling