+1,092.2%
FIX vs EIX
+16.9%
+1,075.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.2% |
| 7D | +6.4% | -2.5% | +9.0% | +7.2% |
| 30D | -29.1% | +7.7% | -36.8% | -30.7% |
| 3M | -31.1% | -12.9% | -18.3% | -29.6% |
| 6M | -42.8% | -12.7% | -30.1% | -42.1% |
| YTD | +24.6% | +5.5% | +19.2% | +17.3% |
| 1Y | +21.9% | +9.4% | +12.6% | +12.9% |
| 3Y | +524.9% | +9.7% | +515.2% | +454.3% |
| 5Y | +1,092.2% | +16.9% | +1,075.3% | +875.7% |
| All | +1,092.2% | +16.9% | +1,075.3% | +875.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling