+34.3%
EIX vs FTI
+180.1%
-145.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | +7.7% | -6.3% | +13.9% | +8.5% |
| 3M | -12.9% | -13.1% | +0.3% | -11.5% |
| 6M | -12.7% | -8.0% | -4.7% | -12.4% |
| YTD | +5.5% | +47.1% | -41.6% | -1.8% |
| 1Y | +9.4% | +50.7% | -41.3% | +1.4% |
| 3Y | +9.7% | +209.0% | -199.3% | -10.9% |
| 5Y | +16.9% | +847.0% | -830.1% | -23.6% |
| 10Y | +34.3% | +184.3% | -150.0% | -17.3% |
| All | +34.3% | +180.1% | -145.8% | -17.3% |
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