+153.4%
FDX vs EIX
+33.0%
+120.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | +9.5% | +8.9% | +0.7% | +6.9% |
| 3M | -1.3% | -9.8% | +8.5% | +0.2% |
| 6M | +5.5% | -10.2% | +15.7% | +7.0% |
| YTD | +38.9% | +5.9% | +32.9% | +33.4% |
| 1Y | +58.8% | +10.9% | +47.9% | +50.3% |
| 3Y | +71.1% | +10.2% | +60.9% | +58.5% |
| 5Y | +76.3% | +17.0% | +59.3% | +58.0% |
| 10Y | +153.4% | +35.1% | +118.3% | +114.0% |
| All | +153.4% | +33.0% | +120.5% | +114.0% |
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