+22.9%
EIX vs FTV
+78.2%
-55.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.7% |
| 7D | +4.1% | -1.3% | +5.4% | +4.6% |
| 30D | -15.3% | -9.5% | -5.8% | -12.1% |
| 3M | -18.4% | -10.9% | -7.5% | -15.2% |
| 6M | -16.8% | -0.6% | -16.2% | -17.4% |
| YTD | -0.6% | +1.4% | -2.0% | -2.7% |
| 1Y | +10.7% | +17.6% | -7.0% | +1.8% |
| 3Y | -4.5% | -3.3% | -1.2% | -6.8% |
| 5Y | +24.0% | -0.1% | +24.2% | +17.2% |
| 10Y | +22.9% | +82.5% | -59.6% | -9.9% |
| All | +22.9% | +78.2% | -55.3% | -9.9% |
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