+28.8%
EIX vs FRSH
-72.0%
+100.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.9% | +9.5% | +4.7% |
| 7D | +0.9% | -10.1% | +11.0% | +1.4% |
| 30D | -13.5% | +2.2% | -15.7% | -13.7% |
| 3M | -15.3% | +28.6% | -43.8% | -16.5% |
| 6M | -15.3% | +40.2% | -55.5% | -17.1% |
| YTD | +2.7% | -1.2% | +3.9% | +2.5% |
| 1Y | +17.4% | -7.9% | +25.4% | +17.6% |
| 3Y | -1.3% | -44.7% | +43.4% | +0.8% |
| All | +28.8% | -72.0% | +100.8% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling