+4,105.2%
FDX vs EIX
+1,170.2%
+2,935.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -2.1% | -2.5% | +0.5% | -1.5% |
| 30D | +10.4% | +7.7% | +2.7% | +8.6% |
| 3M | +0.5% | -12.9% | +13.3% | +2.6% |
| 6M | +6.5% | -12.7% | +19.2% | +8.5% |
| YTD | +40.2% | +5.5% | +34.8% | +36.5% |
| 1Y | +52.1% | +9.4% | +42.7% | +46.7% |
| 3Y | +72.8% | +9.7% | +63.1% | +64.4% |
| 5Y | +76.3% | +16.9% | +59.4% | +64.0% |
| 10Y | +155.7% | +34.3% | +121.5% | +124.0% |
| All | +4,105.2% | +1,170.2% | +2,935.0% | +2,065.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling