+9.6%
EIX vs FTI
+108.8%
-99.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -19.1% | +5.3% | -24.4% | -18.9% |
| 30D | -16.9% | +15.3% | -32.2% | -16.9% |
| 3M | -20.0% | +15.8% | -35.8% | -20.0% |
| 6M | -21.3% | +22.6% | -43.9% | -22.1% |
| YTD | -1.7% | +79.5% | -81.3% | -7.2% |
| 1Y | +9.6% | +102.0% | -92.5% | +4.8% |
| All | +9.6% | +108.8% | -99.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling