-14.7%
FIS vs EIX
-21.7%
+7.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -0.9% |
| 7D | +1.1% | -19.1% | +20.2% | +1.3% |
| 30D | -2.2% | -16.9% | +14.7% | -2.3% |
| 3M | +2.1% | -20.0% | +22.1% | +3.5% |
| 6M | -14.7% | -21.3% | +6.6% | -15.6% |
| All | -14.7% | -21.7% | +7.0% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling