+21.7%
EIX vs FTV
+5.1%
+16.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -19.1% | -4.5% | -14.6% | -17.9% |
| 30D | -16.9% | -7.1% | -9.8% | -15.0% |
| 3M | -20.0% | -7.2% | -12.8% | -18.4% |
| 6M | -21.3% | -1.5% | -19.8% | -21.5% |
| YTD | -1.7% | +3.5% | -5.2% | -4.2% |
| 1Y | +9.6% | +20.3% | -10.8% | +1.0% |
| 3Y | -3.7% | -3.1% | -0.6% | -5.9% |
| All | +21.7% | +5.1% | +16.6% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling