+19.0%
EIX vs FTV
+126.9%
-107.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | +8.9% | +18.3% | -9.4% | +2.2% |
| 3M | -9.8% | +9.8% | -19.6% | -13.0% |
| 6M | -10.2% | +12.3% | -22.5% | -14.5% |
| YTD | +5.9% | +23.1% | -17.1% | -3.6% |
| 1Y | +10.9% | +32.5% | -21.6% | -2.2% |
| 3Y | +10.2% | +38.3% | -28.1% | -6.6% |
| 5Y | +17.0% | +16.8% | +0.2% | +4.5% |
| 10Y | +35.1% | +106.6% | -71.5% | -6.3% |
| All | +19.0% | +126.9% | -107.9% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling