+499.7%
FICO vs EIX
+29.5%
+470.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | +3.3% | +9.1% | -5.8% | +0.9% |
| 3M | -31.7% | -10.2% | -21.5% | -31.0% |
| 6M | -34.0% | -11.2% | -22.7% | -33.3% |
| YTD | -58.3% | +4.5% | -62.8% | -60.5% |
| 1Y | -57.9% | +10.9% | -68.8% | -60.9% |
| 3Y | -24.1% | +8.4% | -32.5% | -31.2% |
| 5Y | +85.3% | +18.0% | +67.3% | +59.3% |
| All | +499.7% | +29.5% | +470.2% | +356.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling