+23.2%
EIX vs FRSH
-72.6%
+95.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +0.8% | -11.2% | +12.0% | +1.3% |
| 30D | -18.8% | -0.8% | -18.0% | -18.9% |
| 3M | -19.7% | +26.4% | -46.1% | -20.8% |
| 6M | -18.2% | +48.4% | -66.6% | -20.2% |
| YTD | -1.7% | -3.1% | +1.4% | -1.8% |
| 1Y | +7.8% | -8.7% | +16.4% | +8.0% |
| 3Y | -5.6% | -45.8% | +40.2% | -3.5% |
| All | +23.2% | -72.6% | +95.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling