+2.0%
FISV vs EIX
+19.9%
-17.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.8% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | 0.0% | -19.3% | +19.3% | +4.9% |
| 3M | -2.8% | -21.7% | +18.9% | +2.7% |
| 6M | -11.8% | -19.8% | +8.0% | -7.9% |
| YTD | -23.2% | -3.0% | -20.2% | -25.3% |
| 1Y | -62.0% | +5.1% | -67.1% | -64.0% |
| 3Y | -57.6% | -7.0% | -50.6% | -59.3% |
| 5Y | -53.4% | +22.0% | -75.4% | -60.3% |
| All | +2.0% | +19.9% | -17.9% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling