+3,553.2%
FIX vs EIX
+35.3%
+3,517.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +9.4% | +1.4% | +8.1% | +8.9% |
| 30D | -27.8% | +8.5% | -36.3% | -30.1% |
| 3M | -35.6% | -13.5% | -22.1% | -33.7% |
| 6M | -45.2% | -12.4% | -32.9% | -44.4% |
| YTD | +19.5% | +5.9% | +13.6% | +11.9% |
| 1Y | +24.2% | +7.6% | +16.6% | +15.4% |
| 3Y | +494.2% | +12.8% | +481.4% | +424.3% |
| 5Y | +1,036.1% | +19.2% | +1,016.9% | +863.4% |
| All | +3,553.2% | +35.3% | +3,517.9% | +2,705.0% |
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 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