+948.1%
FIX vs EIX
+18.0%
+930.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +6.1% |
| 7D | -17.5% | +1.0% | -18.4% | -17.8% |
| 30D | -41.6% | +9.1% | -50.7% | -43.1% |
| 3M | -40.6% | -10.2% | -30.4% | -40.0% |
| 6M | -49.4% | -11.2% | -38.1% | -49.1% |
| YTD | +9.2% | +4.5% | +4.7% | +3.0% |
| 1Y | +6.5% | +10.9% | -4.4% | -2.1% |
| 3Y | +448.7% | +8.4% | +440.3% | +388.7% |
| All | +948.1% | +18.0% | +930.1% | +758.0% |
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