+743.6%
FN vs EIX
+29.5%
+714.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.5% | +14.1% | +12.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | -34.3% | +9.1% | -43.4% | -35.7% |
| 3M | -39.9% | -10.2% | -29.6% | -39.3% |
| 6M | -51.8% | -11.2% | -40.6% | -51.6% |
| YTD | -28.1% | +4.5% | -32.6% | -31.1% |
| 1Y | -29.1% | +10.9% | -39.9% | -33.2% |
| 3Y | +102.4% | +8.4% | +94.0% | +87.4% |
| 5Y | +171.7% | +18.0% | +153.7% | +143.4% |
| All | +743.6% | +29.5% | +714.1% | +622.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling