+1,118.7%
EIX vs FTI
+1,731.3%
-612.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +1.0% | -3.3% | +4.3% | +1.5% |
| 30D | +8.9% | -7.2% | +16.1% | +10.1% |
| 3M | -9.8% | -12.9% | +3.1% | -8.0% |
| 6M | -10.2% | -7.9% | -2.3% | -9.8% |
| YTD | +5.9% | +45.2% | -39.2% | -2.8% |
| 1Y | +10.9% | +48.1% | -37.2% | +1.3% |
| 3Y | +10.2% | +205.0% | -194.8% | -14.6% |
| 5Y | +17.0% | +838.8% | -821.8% | -30.6% |
| 10Y | +35.1% | +174.8% | -139.7% | -10.1% |
| All | +1,118.7% | +1,731.3% | -612.6% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling