-83.7%
FIG vs EIX
+23.5%
-107.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.1% |
| 7D | -13.1% | +1.0% | -14.1% | -13.1% |
| 30D | -13.0% | +9.1% | -22.1% | -13.0% |
| 3M | -21.5% | -10.2% | -11.3% | -20.7% |
| 6M | -2.5% | -11.2% | +8.8% | -1.6% |
| YTD | -49.7% | +4.5% | -54.1% | -49.7% |
| 1Y | -59.1% | +10.9% | -70.0% | -58.7% |
| All | -83.7% | +23.5% | -107.3% | -82.7% |
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