+18.6%
EIX vs FFIV
+35.3%
-16.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +8.5% | -32.4% | +40.9% | +12.5% |
| 3M | -13.5% | -25.7% | +12.2% | -11.4% |
| 6M | -12.4% | -13.5% | +1.1% | -12.9% |
| YTD | +5.9% | +21.1% | -15.2% | -1.7% |
| 1Y | +7.6% | +29.4% | -21.8% | -1.6% |
| 3Y | +12.8% | +94.9% | -82.1% | -8.2% |
| All | +18.6% | +35.3% | -16.7% | -2.0% |
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