+777.0%
FIX vs EIX
-3.3%
+780.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +6.0% | -19.1% | +25.1% | +9.6% |
| 30D | -7.2% | -16.9% | +9.7% | -5.0% |
| 3M | -15.9% | -20.0% | +4.2% | -13.5% |
| 6M | +12.7% | -21.3% | +34.1% | +16.5% |
| YTD | +72.8% | -1.7% | +74.5% | +67.3% |
| 1Y | +122.9% | +9.6% | +113.3% | +108.1% |
| All | +777.0% | -3.3% | +780.3% | +723.4% |
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