+13.8%
EIX vs FND
+76.3%
-62.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.6% |
| 7D | +0.7% | +8.5% | -7.8% | -0.7% |
| 30D | +8.8% | +17.2% | -8.5% | +5.8% |
| 3M | -10.9% | -14.9% | +4.0% | -8.8% |
| 6M | -10.3% | +3.1% | -13.4% | -11.5% |
| YTD | +5.8% | -12.4% | +18.3% | +6.6% |
| 1Y | +11.4% | -10.0% | +21.4% | +11.5% |
| 3Y | +11.1% | -31.3% | +42.4% | +13.6% |
| 5Y | +18.5% | -60.3% | +78.8% | +27.6% |
| All | +13.8% | +76.3% | -62.5% | -5.9% |
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