+12.8%
EIX vs FRSH
-27.1%
+39.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +4.6% | -3.3% | +1.3% |
| 30D | +8.5% | -7.5% | +16.0% | +8.7% |
| 3M | -13.5% | -0.1% | -13.4% | -13.6% |
| 6M | -12.4% | +54.5% | -66.9% | -13.8% |
| YTD | +5.9% | +3.4% | +2.5% | +6.6% |
| 1Y | +7.6% | +6.4% | +1.2% | +8.0% |
| 3Y | +12.8% | -26.3% | +39.0% | +15.2% |
| All | +12.8% | -27.1% | +39.9% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling