+516.4%
EIX vs FLR
+532.1%
-15.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.0% | +5.1% | -4.1% | +0.1% |
| 30D | +8.9% | -0.5% | +9.3% | +8.7% |
| 3M | -9.8% | -3.5% | -6.3% | -9.7% |
| 6M | -10.2% | +16.5% | -26.7% | -13.2% |
| YTD | +5.9% | +27.3% | -21.3% | +0.2% |
| 1Y | +10.9% | +10.6% | +0.3% | +7.0% |
| 3Y | +10.2% | +39.4% | -29.2% | -1.1% |
| 5Y | +17.0% | +126.4% | -109.4% | -5.4% |
| 10Y | +35.1% | +8.4% | +26.7% | +9.1% |
| All | +516.4% | +532.1% | -15.7% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling