+376.5%
FIS vs EIX
+976.8%
-600.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | +1.1% | -19.1% | +20.2% | +6.8% |
| 30D | -2.2% | -16.9% | +14.7% | +2.2% |
| 3M | +2.1% | -20.0% | +22.1% | +7.9% |
| 6M | -14.7% | -21.3% | +6.6% | -9.8% |
| YTD | -35.7% | -1.7% | -34.0% | -37.4% |
| 1Y | -37.1% | +9.6% | -46.6% | -41.1% |
| 3Y | -20.0% | -3.7% | -16.3% | -23.5% |
| 5Y | -62.1% | +22.6% | -84.7% | -67.2% |
| 10Y | -37.4% | +17.7% | -55.1% | -47.8% |
| All | +376.5% | +976.8% | -600.3% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling