+35.9%
EIX vs FTI
+189.4%
-153.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | 0.0% |
| 7D | +1.4% | +4.3% | -2.9% | +0.8% |
| 30D | +8.5% | -4.7% | +13.2% | +9.1% |
| 3M | -13.5% | -13.5% | +0.1% | -12.0% |
| 6M | -12.4% | -8.7% | -3.6% | -11.9% |
| YTD | +5.9% | +49.0% | -43.1% | -1.6% |
| 1Y | +7.6% | +54.0% | -46.4% | -0.6% |
| 3Y | +12.8% | +211.6% | -198.8% | -8.5% |
| 5Y | +19.2% | +881.9% | -862.7% | -22.6% |
| All | +35.9% | +189.4% | -153.5% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling