+22.9%
EIX vs FLR
+17.1%
+5.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.9% |
| 7D | +4.1% | -3.1% | +7.2% | +4.4% |
| 30D | -15.3% | +4.9% | -20.3% | -15.7% |
| 3M | -18.4% | +10.8% | -29.2% | -19.5% |
| 6M | -16.8% | +19.7% | -36.5% | -18.7% |
| YTD | -0.6% | +38.4% | -38.9% | -4.2% |
| 1Y | +10.7% | +34.7% | -24.0% | +6.6% |
| 3Y | -4.5% | +56.7% | -61.1% | -11.1% |
| 5Y | +24.0% | +241.6% | -217.6% | +6.5% |
| 10Y | +22.9% | +20.2% | +2.7% | +5.6% |
| All | +22.9% | +17.1% | +5.8% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling