+16.6%
EIX vs FLR
+2.5%
+14.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.1% |
| 7D | +4.5% | +1.4% | +3.1% | +4.5% |
| 30D | +15.2% | -5.9% | +21.1% | +15.4% |
| 3M | -11.6% | -7.6% | -4.0% | -11.4% |
| 6M | -8.4% | -9.3% | +0.9% | -8.1% |
| YTD | +8.2% | +20.1% | -11.9% | +6.9% |
| 1Y | +16.6% | +3.0% | +13.6% | +16.2% |
| All | +16.6% | +2.5% | +14.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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