+16.1%
FIX vs EIX
+10.1%
+6.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -13.9% | +1.0% | -14.9% | -13.9% |
| 30D | -35.5% | +8.9% | -44.4% | -35.6% |
| 3M | -33.9% | -9.8% | -24.1% | -34.0% |
| 6M | -43.3% | -10.2% | -33.1% | -44.6% |
| YTD | +18.7% | +5.9% | +12.7% | +21.5% |
| All | +16.1% | +10.1% | +6.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling