+104,095.6%
FICO vs EIX
+1,083.9%
+103,011.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -16.9% |
| 7D | -19.2% | -19.1% | -0.1% | -16.4% |
| 30D | -14.6% | -16.9% | +2.3% | -12.3% |
| 3M | -20.1% | -20.0% | -0.1% | -17.4% |
| 6M | -36.3% | -21.3% | -15.0% | -34.1% |
| YTD | -44.9% | -1.7% | -43.1% | -45.7% |
| 1Y | -38.6% | +9.6% | -48.2% | -41.1% |
| 3Y | +4.0% | -3.7% | +7.7% | +1.1% |
| 5Y | +99.5% | +22.6% | +76.9% | +83.4% |
| 10Y | +604.7% | +17.7% | +587.0% | +538.8% |
| All | +104,095.6% | +1,083.9% | +103,011.6% | +73,678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling