+5.7%
EIX vs FND
+66.0%
-60.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -19.1% | -5.2% | -13.9% | -18.3% |
| 30D | -16.9% | -19.9% | +3.0% | -13.9% |
| 3M | -20.0% | +2.7% | -22.7% | -20.7% |
| 6M | -21.3% | -21.7% | +0.4% | -18.9% |
| YTD | -1.7% | -17.5% | +15.8% | +0.2% |
| 1Y | +9.6% | -39.3% | +48.9% | +16.9% |
| 3Y | -3.7% | -49.8% | +46.1% | +3.5% |
| 5Y | +22.6% | -60.1% | +82.7% | +31.9% |
| All | +5.7% | +66.0% | -60.3% | -11.5% |
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