-79.1%
FIG vs EIX
+16.2%
-95.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.4% |
| 7D | -16.3% | -19.1% | +2.8% | -16.4% |
| 30D | -14.3% | -16.9% | +2.6% | -13.8% |
| 3M | +7.2% | -20.0% | +27.2% | +7.0% |
| 6M | -18.6% | -21.3% | +2.7% | -18.4% |
| YTD | -35.5% | -1.7% | -33.7% | -35.5% |
| 1Y | -55.8% | +9.6% | -65.4% | -55.3% |
| All | -79.1% | +16.2% | -95.3% | -77.8% |
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