-65.6%
FIS vs EIX
+28.1%
-93.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.5% | -10.4% | -6.9% |
| 7D | -3.5% | +0.9% | -4.4% | -3.8% |
| 30D | -7.8% | -13.5% | +5.7% | -5.9% |
| 3M | +0.8% | -15.3% | +16.1% | +3.4% |
| 6M | -21.9% | -15.3% | -6.6% | -20.3% |
| YTD | -39.5% | +2.7% | -42.2% | -42.0% |
| 1Y | -41.0% | +17.4% | -58.4% | -45.9% |
| 3Y | -23.6% | -1.3% | -22.3% | -28.0% |
| 5Y | -65.6% | +27.2% | -92.8% | -71.6% |
| All | -65.6% | +28.1% | -93.7% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling