+4,055.8%
FDX vs EIX
+1,174.9%
+2,880.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | +9.3% | +8.8% | +0.5% | +7.3% |
| 3M | +0.5% | -10.9% | +11.4% | +2.0% |
| 6M | +5.3% | -10.3% | +15.6% | +6.6% |
| YTD | +38.6% | +5.8% | +32.8% | +34.8% |
| 1Y | +53.5% | +11.4% | +42.2% | +47.5% |
| 3Y | +74.2% | +11.1% | +63.2% | +65.3% |
| 5Y | +75.3% | +18.5% | +56.8% | +62.5% |
| 10Y | +156.3% | +32.2% | +124.0% | +125.1% |
| All | +4,055.8% | +1,174.9% | +2,880.9% | +2,038.2% |
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 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