+24.1%
EIX vs FGI
-70.3%
+94.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +2.5% | -11.6% | +14.1% | +2.6% |
| 30D | +14.1% | -3.3% | +17.4% | +14.1% |
| 3M | -9.4% | +65.6% | -75.0% | -10.0% |
| 6M | -9.1% | -2.8% | -6.3% | -9.6% |
| YTD | +7.1% | +30.1% | -23.0% | +6.2% |
| 1Y | +13.3% | +50.2% | -36.9% | +12.1% |
| 3Y | +10.9% | -0.4% | +11.3% | +10.3% |
| All | +24.1% | -70.3% | +94.5% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling