+1,577.3%
FERG vs EIX
+226.3%
+1,351.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.0% |
| 7D | +6.4% | -2.5% | +9.0% | +6.7% |
| 30D | +19.9% | +7.7% | +12.2% | +19.2% |
| 3M | +5.6% | -12.9% | +18.4% | +6.4% |
| 6M | +9.2% | -12.7% | +21.9% | +10.0% |
| YTD | +20.6% | +5.5% | +15.2% | +19.5% |
| 1Y | +5.7% | +9.4% | -3.7% | +4.3% |
| 3Y | +73.6% | +9.7% | +63.9% | +70.5% |
| 5Y | +86.2% | +16.9% | +69.3% | +82.0% |
| 10Y | +440.7% | +34.3% | +406.4% | +428.7% |
| All | +1,577.3% | +226.3% | +1,351.0% | +1,614.5% |
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