+78,963.7%
FICO vs EIX
+1,190.5%
+77,773.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -0.3% | +2.5% | -2.8% | -0.8% |
| 30D | +1.7% | +14.1% | -12.4% | -1.0% |
| 3M | -35.2% | -9.4% | -25.8% | -34.8% |
| 6M | -33.7% | -9.1% | -24.6% | -33.5% |
| YTD | -58.2% | +7.1% | -65.3% | -59.6% |
| 1Y | -56.6% | +13.3% | -69.8% | -58.6% |
| 3Y | -24.0% | +10.9% | -34.8% | -28.4% |
| 5Y | +86.1% | +21.0% | +65.1% | +71.0% |
| 10Y | +522.8% | +33.6% | +489.2% | +448.8% |
| All | +78,963.7% | +1,190.5% | +77,773.1% | +54,709.0% |
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