+426.3%
EIX vs FFIV
+5,965.2%
-5,538.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +1.0% | -8.1% | +9.1% | +1.4% |
| 30D | +9.1% | -33.4% | +42.5% | +10.9% |
| 3M | -10.2% | -24.7% | +14.5% | -9.3% |
| 6M | -11.2% | -8.8% | -2.4% | -11.2% |
| YTD | +4.5% | +21.8% | -17.3% | +2.9% |
| 1Y | +10.9% | +25.3% | -14.4% | +9.0% |
| 3Y | +8.4% | +101.2% | -92.7% | +4.1% |
| 5Y | +18.0% | +40.2% | -22.3% | +14.7% |
| 10Y | +30.3% | +129.0% | -98.7% | +23.6% |
| All | +426.3% | +5,965.2% | -5,538.8% | +447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling