+156.3%
FDX vs EIX
+30.9%
+125.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | +9.3% | +8.8% | +0.5% | +6.7% |
| 3M | +0.5% | -10.9% | +11.4% | +2.4% |
| 6M | +5.3% | -10.3% | +15.6% | +6.8% |
| YTD | +38.6% | +5.8% | +32.8% | +33.2% |
| 1Y | +53.5% | +11.4% | +42.2% | +45.1% |
| 3Y | +74.2% | +11.1% | +63.2% | +61.0% |
| 5Y | +75.3% | +18.5% | +56.8% | +56.4% |
| 10Y | +156.3% | +32.2% | +124.0% | +117.3% |
| All | +156.3% | +30.9% | +125.3% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling