+12.0%
FANG vs EIX
-17.6%
+29.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.3% |
| 7D | -0.4% | +4.1% | -4.5% | -0.2% |
| 30D | +2.4% | -15.3% | +17.7% | +1.8% |
| 3M | +4.9% | -18.4% | +23.3% | +4.8% |
| 6M | +12.0% | -16.8% | +28.9% | +13.5% |
| All | +12.0% | -17.6% | +29.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 6mo: compounded portfolio wealth divided by compounded EIX 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…
6mo analysis · Full analysis span regression · 6 months rolling