+1,030.7%
EIX vs FTI
+2,165.1%
-1,134.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -19.1% | +5.3% | -24.4% | -20.0% |
| 30D | -16.9% | +15.3% | -32.2% | -19.3% |
| 3M | -20.0% | +15.8% | -35.8% | -22.6% |
| 6M | -21.3% | +22.6% | -43.9% | -25.0% |
| YTD | -1.7% | +79.5% | -81.3% | -13.0% |
| 1Y | +9.6% | +102.0% | -92.5% | -5.4% |
| 3Y | -3.7% | +315.8% | -319.5% | -29.5% |
| 5Y | +22.6% | +1,129.5% | -1,106.9% | -31.0% |
| 10Y | +17.7% | +320.9% | -303.3% | -28.1% |
| All | +1,030.7% | +2,165.1% | -1,134.4% | +215.5% |
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 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