+9.6%
EIX vs FND
-36.4%
+45.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -19.1% | -5.2% | -13.9% | -18.2% |
| 30D | -16.9% | -19.9% | +3.0% | -14.2% |
| 3M | -20.0% | +2.7% | -22.7% | -20.5% |
| 6M | -21.3% | -21.7% | +0.4% | -18.2% |
| YTD | -1.7% | -17.5% | +15.8% | +0.3% |
| 1Y | +9.6% | -39.3% | +48.9% | +15.4% |
| All | +9.6% | -36.4% | +45.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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