+70.0%
FDX vs EIX
+18.0%
+52.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.3% | -2.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | +6.6% | +9.1% | -2.5% | +4.4% |
| 3M | -2.1% | -10.2% | +8.2% | -0.7% |
| 6M | +2.2% | -11.2% | +13.4% | +3.7% |
| YTD | +33.9% | +4.5% | +29.5% | +29.4% |
| 1Y | +50.2% | +10.9% | +39.4% | +42.6% |
| 3Y | +65.5% | +8.4% | +57.1% | +53.1% |
| All | +70.0% | +18.0% | +52.0% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling