+13.4%
EIX vs FND
+68.8%
-55.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -2.5% | -4.4% | +1.9% | -1.9% |
| 30D | +7.7% | +14.5% | -6.8% | +5.2% |
| 3M | -12.9% | -15.6% | +2.7% | -10.7% |
| 6M | -12.7% | +4.7% | -17.4% | -14.0% |
| YTD | +5.5% | -16.1% | +21.6% | +6.9% |
| 1Y | +9.4% | -16.0% | +25.4% | +10.7% |
| 3Y | +9.7% | -35.5% | +45.2% | +13.3% |
| 5Y | +16.9% | -60.5% | +77.4% | +26.0% |
| All | +13.4% | +68.8% | -55.4% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling