+3,653.2%
FIX vs EIX
+29.5%
+3,623.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +6.3% |
| 7D | -17.5% | +1.0% | -18.4% | -18.0% |
| 30D | -41.6% | +9.1% | -50.7% | -43.6% |
| 3M | -40.6% | -10.2% | -30.4% | -39.8% |
| 6M | -49.4% | -11.2% | -38.1% | -48.9% |
| YTD | +9.2% | +4.5% | +4.7% | +2.8% |
| 1Y | +6.5% | +10.9% | -4.4% | -2.5% |
| 3Y | +448.7% | +8.4% | +440.3% | +392.7% |
| 5Y | +948.7% | +18.0% | +930.8% | +793.9% |
| All | +3,653.2% | +29.5% | +3,623.7% | +2,928.0% |
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