+9.6%
EIX vs FGI
+81.8%
-72.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.8% |
| 7D | -19.1% | +0.5% | -19.6% | -19.1% |
| 30D | -16.9% | +65.4% | -82.3% | -17.2% |
| 3M | -20.0% | +23.5% | -43.5% | -20.3% |
| 6M | -21.3% | +60.5% | -81.8% | -21.6% |
| YTD | -1.7% | +30.0% | -31.7% | -2.1% |
| 1Y | +9.6% | +82.1% | -72.5% | +10.2% |
| All | +9.6% | +81.8% | -72.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling