+47.5%
FITB vs EIX
+18.4%
+29.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.8% | +1.4% | +1.4% | +2.3% |
| 30D | +9.8% | +8.5% | +1.2% | +7.1% |
| 3M | -5.2% | -13.5% | +8.3% | -2.2% |
| 6M | +17.3% | -12.4% | +29.7% | +20.0% |
| YTD | +19.3% | +5.9% | +13.4% | +12.3% |
| 1Y | +32.7% | +7.6% | +25.1% | +24.0% |
| 3Y | +141.6% | +12.8% | +128.8% | +113.7% |
| All | +47.5% | +18.4% | +29.1% | +22.0% |
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