+2,883.6%
FITB vs EIX
+1,176.1%
+1,707.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | +7.0% | +8.9% | -1.9% | +4.2% |
| 3M | -4.4% | -9.8% | +5.4% | -3.0% |
| 6M | +11.6% | -10.2% | +21.8% | +13.1% |
| YTD | +18.6% | +5.9% | +12.7% | +13.4% |
| 1Y | +29.8% | +10.9% | +18.9% | +22.2% |
| 3Y | +140.7% | +10.2% | +130.5% | +123.6% |
| 5Y | +48.6% | +17.0% | +31.6% | +34.4% |
| 10Y | +224.4% | +35.1% | +189.3% | +174.9% |
| All | +2,883.6% | +1,176.1% | +1,707.4% | +1,363.9% |
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