+4.4%
FICO vs EIX
-3.3%
+7.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -16.7% |
| 7D | -19.2% | -19.1% | -0.1% | -18.2% |
| 30D | -14.6% | -16.9% | +2.3% | -13.9% |
| 3M | -20.1% | -20.0% | -0.1% | -19.2% |
| 6M | -36.3% | -21.3% | -15.0% | -35.6% |
| YTD | -44.9% | -1.7% | -43.1% | -45.9% |
| 1Y | -38.6% | +9.6% | -48.2% | -40.8% |
| All | +4.4% | -3.3% | +7.8% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling