-41.0%
FIS vs EIX
+15.0%
-56.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.5% | -10.4% | -5.9% |
| 7D | -3.5% | +0.9% | -4.4% | -3.4% |
| 30D | -7.8% | -13.5% | +5.7% | -7.7% |
| 3M | +0.8% | -15.3% | +16.1% | +1.5% |
| 6M | -21.9% | -15.3% | -6.6% | -21.8% |
| YTD | -39.5% | +2.7% | -42.2% | -41.8% |
| 1Y | -41.0% | +17.4% | -58.4% | -44.8% |
| All | -41.0% | +15.0% | -56.0% | -44.8% |
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 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