-54.3%
FIS vs EIX
+34.9%
-89.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.2% |
| 7D | -3.5% | -1.5% | -2.0% | -3.1% |
| 30D | -19.4% | +8.1% | -27.6% | -21.5% |
| 3M | -31.6% | -12.1% | -19.4% | -30.2% |
| 6M | -32.5% | -13.4% | -19.1% | -31.1% |
| YTD | -56.0% | +5.6% | -61.5% | -58.3% |
| 1Y | -55.5% | +7.8% | -63.4% | -58.2% |
| 3Y | -41.3% | +9.8% | -51.1% | -46.6% |
| 5Y | -72.3% | +18.8% | -91.1% | -75.8% |
| All | -54.3% | +34.9% | -89.2% | -63.9% |
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