-83.2%
FIG vs EIX
+25.1%
-108.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.1% |
| 7D | -12.6% | +0.7% | -13.3% | -12.6% |
| 30D | -13.8% | +8.8% | -22.5% | -13.8% |
| 3M | -16.7% | -10.9% | -5.8% | -16.3% |
| 6M | -6.1% | -10.3% | +4.2% | -5.3% |
| YTD | -48.1% | +5.8% | -53.9% | -48.2% |
| 1Y | -56.2% | +11.4% | -67.5% | -55.8% |
| All | -83.2% | +25.1% | -108.3% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling