+11.1%
EIX vs FTV
+37.0%
-26.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +8.8% | +17.2% | -8.4% | +5.0% |
| 3M | -10.9% | +8.9% | -19.8% | -12.6% |
| 6M | -10.3% | +11.3% | -21.6% | -12.6% |
| YTD | +5.8% | +21.9% | -16.1% | -0.3% |
| 1Y | +11.4% | +31.6% | -20.2% | +2.4% |
| 3Y | +11.1% | +38.1% | -27.0% | -11.4% |
| All | +11.1% | +37.0% | -26.0% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling