+531.6%
FICO vs EIX
+30.9%
+500.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | +8.4% | +8.8% | -0.3% | +5.9% |
| 3M | -30.5% | -10.9% | -19.6% | -29.5% |
| 6M | -35.7% | -10.3% | -25.4% | -35.3% |
| YTD | -57.2% | +5.8% | -63.0% | -59.5% |
| 1Y | -58.4% | +11.4% | -69.8% | -61.4% |
| 3Y | -24.8% | +11.1% | -35.9% | -32.5% |
| 5Y | +79.3% | +18.5% | +60.8% | +54.0% |
| 10Y | +531.6% | +32.2% | +499.4% | +372.4% |
| All | +531.6% | +30.9% | +500.7% | +372.4% |
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