+1,526.4%
FERG vs EIX
+227.7%
+1,298.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +9.7% | +1.4% | +8.4% | +9.6% |
| 30D | +15.0% | +8.5% | +6.5% | +14.3% |
| 3M | +3.8% | -13.5% | +17.2% | +4.7% |
| 6M | +10.6% | -12.4% | +23.0% | +11.3% |
| YTD | +17.0% | +5.9% | +11.1% | +15.8% |
| 1Y | +7.1% | +7.6% | -0.5% | +5.9% |
| 3Y | +67.7% | +12.8% | +55.0% | +64.5% |
| 5Y | +76.4% | +19.2% | +57.2% | +72.3% |
| 10Y | +424.2% | +34.9% | +389.4% | +412.4% |
| All | +1,526.4% | +227.7% | +1,298.7% | +1,561.8% |
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