-55.0%
FIS vs EIX
+11.2%
-66.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.3% |
| 7D | -29.4% | +0.7% | -30.1% | -29.3% |
| 30D | -16.7% | +8.8% | -25.5% | -16.6% |
| 3M | -33.0% | -10.9% | -22.1% | -32.9% |
| 6M | -33.3% | -10.3% | -23.0% | -32.2% |
| YTD | -56.0% | +5.8% | -61.8% | -56.6% |
| All | -55.0% | +11.2% | -66.2% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling