+693.0%
FN vs EIX
+35.3%
+657.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.4% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | -16.5% | +8.5% | -25.1% | -18.2% |
| 3M | -42.1% | -13.5% | -28.6% | -41.0% |
| 6M | -52.9% | -12.4% | -40.5% | -52.4% |
| YTD | -28.0% | +5.9% | -33.9% | -31.1% |
| 1Y | -18.5% | +7.6% | -26.1% | -22.5% |
| 3Y | +93.9% | +12.8% | +81.1% | +77.8% |
| 5Y | +170.5% | +19.2% | +151.3% | +142.0% |
| All | +693.0% | +35.3% | +657.7% | +579.2% |
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