+76.9%
FICO vs EIX
+18.0%
+58.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -0.9% | +1.0% | -1.9% | -1.1% |
| 30D | +3.3% | +9.1% | -5.8% | +2.0% |
| 3M | -31.7% | -10.2% | -21.5% | -31.0% |
| 6M | -34.0% | -11.2% | -22.7% | -33.3% |
| YTD | -58.3% | +4.5% | -62.8% | -60.0% |
| 1Y | -57.9% | +10.9% | -68.8% | -60.3% |
| 3Y | -24.1% | +8.4% | -32.5% | -30.6% |
| All | +76.9% | +18.0% | +58.9% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling