+1,440.5%
FANG vs EIX
+102.5%
+1,338.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +2.9% | -1.4% | +4.2% | +3.3% |
| 30D | +2.6% | -19.3% | +21.9% | +8.2% |
| 3M | +7.6% | -21.7% | +29.2% | +14.3% |
| 6M | +17.3% | -19.8% | +37.1% | +22.9% |
| YTD | +38.7% | -3.0% | +41.7% | +34.8% |
| 1Y | +51.6% | +5.1% | +46.5% | +42.5% |
| 3Y | +50.0% | -7.0% | +56.9% | +43.4% |
| 5Y | +237.6% | +22.0% | +215.5% | +184.2% |
| 10Y | +180.7% | +19.8% | +160.8% | +136.6% |
| All | +1,440.5% | +102.5% | +1,338.1% | +898.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling