+3,644.4%
FIX vs EIX
+33.0%
+3,611.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -13.9% | +1.0% | -14.9% | -14.4% |
| 30D | -35.5% | +8.9% | -44.4% | -37.7% |
| 3M | -33.9% | -9.8% | -24.1% | -33.2% |
| 6M | -43.3% | -10.2% | -33.1% | -43.0% |
| YTD | +18.7% | +5.9% | +12.7% | +11.1% |
| 1Y | +13.8% | +10.9% | +2.9% | +4.3% |
| 3Y | +495.0% | +10.2% | +484.7% | +430.4% |
| 5Y | +1,049.0% | +17.0% | +1,032.0% | +882.3% |
| 10Y | +3,644.4% | +35.1% | +3,609.3% | +2,788.2% |
| All | +3,644.4% | +33.0% | +3,611.5% | +2,788.2% |
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