+67.1%
FDX vs EIX
+22.8%
+44.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.5% | -19.1% | +16.6% | +1.7% |
| 30D | +3.8% | -16.9% | +20.7% | +7.3% |
| 3M | -1.3% | -20.0% | +18.7% | +3.0% |
| 6M | +5.0% | -21.3% | +26.3% | +10.0% |
| YTD | +39.6% | -1.7% | +41.4% | +37.2% |
| 1Y | +81.1% | +9.6% | +71.6% | +72.2% |
| 3Y | +63.0% | -3.7% | +66.7% | +56.1% |
| All | +67.1% | +22.8% | +44.3% | +51.2% |
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