+35.9%
EIX vs FTV
+109.2%
-73.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | +3.9% | -2.5% | -0.1% |
| 30D | +8.5% | +18.7% | -10.1% | +1.7% |
| 3M | -13.5% | +10.0% | -23.5% | -16.7% |
| 6M | -12.4% | +14.6% | -26.9% | -17.3% |
| YTD | +5.9% | +23.4% | -17.5% | -3.9% |
| 1Y | +7.6% | +31.3% | -23.7% | -4.9% |
| 3Y | +12.8% | +39.8% | -27.0% | -5.1% |
| 5Y | +19.2% | +17.7% | +1.5% | +6.0% |
| All | +35.9% | +109.2% | -73.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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