+7.6%
EIX vs FTI
+54.7%
-47.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | +0.6% |
| 7D | +1.4% | +4.3% | -2.9% | +1.9% |
| 30D | +8.5% | -4.7% | +13.2% | +8.1% |
| 3M | -13.5% | -13.5% | +0.1% | -14.4% |
| 6M | -12.4% | -8.7% | -3.6% | -13.0% |
| YTD | +5.9% | +49.0% | -43.1% | -5.9% |
| 1Y | +7.6% | +54.0% | -46.4% | -6.1% |
| All | +7.6% | +54.7% | -47.1% | -6.1% |
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