+149.2%
FDX vs EIX
+29.5%
+119.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.3% | -2.0% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +6.6% | +9.1% | -2.5% | +4.0% |
| 3M | -2.1% | -10.2% | +8.2% | -0.5% |
| 6M | +2.2% | -11.2% | +13.4% | +3.9% |
| YTD | +33.9% | +4.5% | +29.5% | +29.2% |
| 1Y | +50.2% | +10.9% | +39.4% | +42.1% |
| 3Y | +65.5% | +8.4% | +57.1% | +54.1% |
| 5Y | +74.1% | +18.0% | +56.1% | +55.5% |
| All | +149.2% | +29.5% | +119.8% | +110.9% |
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