+7,433.0%
FIX vs EIX
+540.5%
+6,892.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.0% | -10.6% | -11.3% |
| 7D | -27.2% | +2.5% | -29.8% | -27.8% |
| 30D | -46.9% | +14.1% | -61.0% | -48.9% |
| 3M | -44.4% | -9.4% | -35.0% | -43.9% |
| 6M | -50.9% | -9.1% | -41.8% | -50.7% |
| YTD | +3.5% | +7.1% | -3.6% | -0.9% |
| 1Y | -2.1% | +13.3% | -15.4% | -7.9% |
| 3Y | +418.7% | +10.9% | +407.9% | +384.0% |
| 5Y | +894.6% | +21.0% | +873.6% | +801.2% |
| 10Y | +3,465.5% | +33.6% | +3,431.9% | +2,968.9% |
| All | +7,433.0% | +540.5% | +6,892.5% | +4,585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling