+143.3%
FN vs EIX
+22.1%
+121.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.0% | -13.3% | -14.0% |
| 7D | -16.0% | +2.5% | -18.5% | -16.4% |
| 30D | -40.1% | +14.1% | -54.2% | -41.8% |
| 3M | -43.9% | -9.4% | -34.5% | -43.5% |
| 6M | -55.6% | -9.1% | -46.6% | -55.8% |
| YTD | -35.7% | +7.1% | -42.8% | -39.1% |
| 1Y | -39.8% | +13.3% | -53.1% | -44.2% |
| 3Y | +80.3% | +10.9% | +69.4% | +59.6% |
| 5Y | +143.3% | +21.0% | +122.3% | +101.1% |
| All | +143.3% | +22.1% | +121.2% | +101.1% |
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