+471.9%
EIX vs FLR
+603.8%
-131.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.2% |
| 7D | -19.1% | +5.4% | -24.5% | -19.8% |
| 30D | -16.9% | +11.4% | -28.3% | -18.6% |
| 3M | -20.0% | +11.4% | -31.4% | -21.9% |
| 6M | -21.3% | +16.6% | -38.0% | -24.2% |
| YTD | -1.7% | +41.7% | -43.4% | -8.3% |
| 1Y | +9.6% | +35.4% | -25.9% | +2.5% |
| 3Y | -3.7% | +57.3% | -61.0% | -15.1% |
| 5Y | +22.6% | +241.0% | -218.4% | -7.4% |
| 10Y | +17.7% | +16.6% | +1.0% | -6.0% |
| All | +471.9% | +603.8% | -131.9% | +121.0% |
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