+7.0%
EIX vs FND
+57.3%
-50.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +4.1% | -0.8% | +4.8% | +4.2% |
| 30D | -15.3% | -19.6% | +4.3% | -12.3% |
| 3M | -18.4% | -4.3% | -14.1% | -18.2% |
| 6M | -16.8% | -20.4% | +3.6% | -14.5% |
| YTD | -0.6% | -21.9% | +21.3% | +2.2% |
| 1Y | +10.7% | -45.2% | +55.8% | +20.0% |
| 3Y | -4.5% | -49.2% | +44.8% | +2.5% |
| 5Y | +24.0% | -61.8% | +85.8% | +34.3% |
| All | +7.0% | +57.3% | -50.3% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling