+289.3%
FN vs EIX
+22.8%
+266.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | -1.7% | -19.1% | +17.4% | +2.0% |
| 30D | -22.0% | -16.9% | -5.1% | -19.9% |
| 3M | -43.0% | -20.0% | -23.0% | -41.4% |
| 6M | -27.7% | -21.3% | -6.4% | -25.4% |
| YTD | -10.5% | -1.7% | -8.8% | -13.6% |
| 1Y | +12.5% | +9.6% | +2.9% | +4.6% |
| 3Y | +153.8% | -3.7% | +157.5% | +134.6% |
| All | +289.3% | +22.8% | +266.5% | +246.3% |
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