+21.9%
FIX vs EIX
+9.6%
+12.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.0% |
| 7D | +6.4% | -2.5% | +9.0% | +6.4% |
| 30D | -29.1% | +7.7% | -36.8% | -29.2% |
| 3M | -31.1% | -12.9% | -18.3% | -30.8% |
| 6M | -42.8% | -12.7% | -30.1% | -43.7% |
| YTD | +24.6% | +5.5% | +19.2% | +27.7% |
| 1Y | +21.9% | +9.4% | +12.6% | +24.9% |
| All | +21.9% | +9.6% | +12.4% | +24.9% |
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