-55.3%
FIS vs EIX
+30.9%
-86.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -29.4% | +0.7% | -30.1% | -29.8% |
| 30D | -16.7% | +8.8% | -25.5% | -19.0% |
| 3M | -33.0% | -10.9% | -22.1% | -32.0% |
| 6M | -33.3% | -10.3% | -23.0% | -32.7% |
| YTD | -56.0% | +5.8% | -61.8% | -58.3% |
| 1Y | -54.6% | +11.4% | -65.9% | -57.8% |
| 3Y | -40.6% | +11.1% | -51.7% | -46.2% |
| 5Y | -71.9% | +18.5% | -90.4% | -75.5% |
| 10Y | -55.3% | +32.2% | -87.6% | -64.7% |
| All | -55.3% | +30.9% | -86.3% | -64.7% |
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 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