-18.6%
FIG vs EIX
-21.7%
+3.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.4% |
| 7D | -16.3% | -19.1% | +2.8% | -16.6% |
| 30D | -14.3% | -16.9% | +2.6% | -12.7% |
| 3M | +7.2% | -20.0% | +27.2% | +9.3% |
| 6M | -18.6% | -21.3% | +2.7% | -17.3% |
| All | -18.6% | -21.7% | +3.1% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling