+2,896.1%
FITB vs EIX
+1,083.9%
+1,812.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.6% | -19.1% | +19.7% | +6.0% |
| 30D | -4.7% | -16.9% | +12.2% | -0.6% |
| 3M | +6.7% | -20.0% | +26.7% | +12.4% |
| 6M | +12.6% | -21.3% | +33.9% | +19.1% |
| YTD | +19.1% | -1.7% | +20.8% | +16.8% |
| 1Y | +22.6% | +9.6% | +13.1% | +15.9% |
| 3Y | +127.1% | -3.7% | +130.8% | +120.6% |
| 5Y | +71.8% | +22.6% | +49.2% | +53.2% |
| 10Y | +287.2% | +17.7% | +269.5% | +242.0% |
| All | +2,896.1% | +1,083.9% | +1,812.2% | +1,407.9% |
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 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