+4,087.3%
FDX vs EIX
+1,083.9%
+3,003.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.5% | -19.1% | +16.6% | +1.4% |
| 30D | +3.8% | -16.9% | +20.7% | +7.2% |
| 3M | -1.3% | -20.0% | +18.7% | +2.7% |
| 6M | +5.0% | -21.3% | +26.3% | +9.6% |
| YTD | +39.6% | -1.7% | +41.4% | +38.2% |
| 1Y | +81.1% | +9.6% | +71.6% | +74.6% |
| 3Y | +63.0% | -3.7% | +66.7% | +59.7% |
| 5Y | +65.6% | +22.6% | +43.0% | +52.3% |
| 10Y | +183.4% | +17.7% | +165.7% | +155.6% |
| All | +4,087.3% | +1,083.9% | +3,003.4% | +2,092.9% |
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 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