+506.7%
FIX vs EIX
+11.2%
+495.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.1% | +9.2% |
| 7D | -7.2% | +0.7% | -8.0% | -7.4% |
| 30D | -35.1% | +8.8% | -43.9% | -36.2% |
| 3M | -34.3% | -10.9% | -23.4% | -33.6% |
| 6M | -42.9% | -10.3% | -32.6% | -43.0% |
| YTD | +19.5% | +5.8% | +13.6% | +13.7% |
| 1Y | +16.8% | +11.4% | +5.4% | +9.1% |
| 3Y | +506.7% | +11.1% | +495.6% | +422.6% |
| All | +506.7% | +11.2% | +495.5% | +422.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling