-56.4%
FICO vs EIX
+18.9%
-75.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -2.8% |
| 7D | +0.4% | +4.5% | -4.1% | +1.0% |
| 30D | +1.7% | +15.2% | -13.6% | +3.7% |
| 3M | -33.0% | -11.6% | -21.4% | -32.0% |
| 6M | -33.9% | -8.4% | -25.5% | -31.9% |
| YTD | -58.5% | +8.2% | -66.7% | -60.6% |
| 1Y | -56.4% | +16.6% | -72.9% | -58.1% |
| All | -56.4% | +18.9% | -75.3% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling