+69.3%
FERG vs EIX
+24.3%
+45.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | +0.9% | +4.1% | -3.2% | 0.0% |
| 30D | -15.1% | -15.3% | +0.3% | -13.0% |
| 3M | -4.8% | -18.4% | +13.6% | -2.0% |
| 6M | -2.5% | -16.8% | +14.4% | -0.1% |
| YTD | +1.8% | -0.6% | +2.4% | -0.6% |
| 1Y | -0.3% | +10.7% | -11.0% | -5.6% |
| 3Y | +52.9% | -4.5% | +57.4% | +46.8% |
| 5Y | +69.3% | +24.0% | +45.3% | +45.3% |
| All | +69.3% | +24.3% | +45.0% | +45.3% |
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