+602.8%
FICO vs EIX
+17.3%
+585.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -16.9% |
| 7D | -19.2% | -19.1% | -0.1% | -15.2% |
| 30D | -14.6% | -16.9% | +2.3% | -11.3% |
| 3M | -20.1% | -20.0% | -0.1% | -16.3% |
| 6M | -36.3% | -21.3% | -15.0% | -33.2% |
| YTD | -44.9% | -1.7% | -43.1% | -46.6% |
| 1Y | -38.6% | +9.6% | -48.2% | -43.0% |
| 3Y | +4.0% | -3.7% | +7.7% | -1.9% |
| 5Y | +99.5% | +22.6% | +76.9% | +68.1% |
| All | +602.8% | +17.3% | +585.5% | +451.7% |
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