-1.3%
EIX vs FTI
+284.3%
-285.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.7% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -13.5% | +12.3% | -25.9% | -14.6% |
| 3M | -15.3% | +13.8% | -29.0% | -16.5% |
| 6M | -15.3% | +24.3% | -39.6% | -17.7% |
| YTD | +2.7% | +75.8% | -73.0% | -4.4% |
| 1Y | +17.4% | +99.6% | -82.2% | +7.5% |
| 3Y | -1.3% | +278.4% | -279.8% | -17.5% |
| All | -1.3% | +284.3% | -285.6% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling