+175.5%
FDX vs EIX
+23.2%
+152.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -3.9% |
| 7D | -3.3% | +0.9% | -4.2% | -3.6% |
| 30D | -1.4% | -13.5% | +12.1% | +1.4% |
| 3M | -4.5% | -15.3% | +10.7% | -1.3% |
| 6M | +9.4% | -15.3% | +24.7% | +12.9% |
| YTD | +36.0% | +2.7% | +33.3% | +31.8% |
| 1Y | +75.5% | +17.4% | +58.1% | +62.7% |
| 3Y | +62.8% | -1.3% | +64.1% | +55.9% |
| 5Y | +64.4% | +27.2% | +37.2% | +42.9% |
| 10Y | +175.5% | +22.7% | +152.7% | +135.7% |
| All | +175.5% | +23.2% | +152.3% | +135.7% |
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