+545.7%
FICO vs EIX
+33.0%
+512.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | +9.4% | +8.9% | +0.6% | +6.9% |
| 3M | -30.4% | -9.8% | -20.6% | -29.7% |
| 6M | -35.1% | -10.2% | -24.9% | -34.7% |
| YTD | -56.8% | +5.9% | -62.7% | -59.1% |
| 1Y | -58.4% | +10.9% | -69.3% | -61.3% |
| 3Y | -26.7% | +10.2% | -36.9% | -33.9% |
| 5Y | +88.0% | +17.0% | +71.0% | +62.4% |
| 10Y | +545.7% | +35.1% | +510.6% | +379.7% |
| All | +545.7% | +33.0% | +512.8% | +379.7% |
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