+22.9%
EIX vs FTI
+297.7%
-274.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | +4.1% | -2.3% | +6.4% | +4.4% |
| 30D | -15.3% | +5.0% | -20.3% | -16.1% |
| 3M | -18.4% | +13.8% | -32.3% | -20.3% |
| 6M | -16.8% | +22.9% | -39.7% | -19.9% |
| YTD | -0.6% | +75.0% | -75.5% | -9.4% |
| 1Y | +10.7% | +96.9% | -86.2% | -1.2% |
| 3Y | -4.5% | +276.7% | -281.2% | -24.4% |
| 5Y | +24.0% | +1,157.0% | -1,133.0% | -22.2% |
| 10Y | +22.9% | +310.7% | -287.8% | -26.5% |
| All | +22.9% | +297.7% | -274.8% | -26.5% |
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