-39.8%
FIS vs EIX
+8.4%
-48.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -2.0% |
| 7D | -25.5% | +1.0% | -26.5% | -25.6% |
| 30D | -15.1% | +9.1% | -24.2% | -16.1% |
| 3M | -32.1% | -10.2% | -21.9% | -31.7% |
| 6M | -36.1% | -11.2% | -24.8% | -35.5% |
| YTD | -55.4% | +4.5% | -59.9% | -57.0% |
| 1Y | -53.9% | +10.9% | -64.8% | -56.2% |
| 3Y | -39.8% | +8.4% | -48.2% | -44.4% |
| All | -39.8% | +8.4% | -48.1% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling