+21.6%
EIX vs FRSH
-72.5%
+94.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.4% | -6.6% | +5.2% | -1.1% |
| 30D | -19.3% | +2.1% | -21.4% | -19.5% |
| 3M | -21.7% | +29.0% | -50.6% | -22.8% |
| 6M | -19.8% | +48.6% | -68.5% | -21.8% |
| YTD | -3.0% | -2.9% | -0.1% | -3.1% |
| 1Y | +5.1% | -7.9% | +13.0% | +5.2% |
| 3Y | -7.0% | -46.5% | +39.5% | -4.8% |
| All | +21.6% | -72.5% | +94.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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