-59.7%
FICO vs EIX
+9.5%
-69.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.4% | -1.5% | +2.9% | +1.2% |
| 30D | -0.8% | +8.1% | -8.9% | +0.3% |
| 3M | -31.3% | -12.1% | -19.2% | -30.3% |
| 6M | -33.9% | -13.4% | -20.5% | -32.5% |
| YTD | -57.6% | +5.6% | -63.1% | -59.6% |
| 1Y | -59.7% | +7.8% | -67.5% | -61.5% |
| All | -59.7% | +9.5% | -69.1% | -61.5% |
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