+22.7%
EIX vs FGI
-74.8%
+97.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -25.2% | +25.5% | +0.5% |
| 7D | +1.4% | -14.4% | +15.8% | +1.4% |
| 30D | +8.5% | -11.8% | +20.3% | +8.6% |
| 3M | -13.5% | -46.2% | +32.8% | -13.2% |
| 6M | -12.4% | +5.2% | -17.5% | -12.8% |
| YTD | +5.9% | +10.5% | -4.6% | +5.1% |
| 1Y | +7.6% | +25.5% | -17.9% | +6.6% |
| 3Y | +12.8% | -16.0% | +28.8% | +12.3% |
| All | +22.7% | -74.8% | +97.5% | +22.8% |
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