-55.6%
FN vs EIX
-9.4%
-46.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.0% | -13.3% | -14.3% |
| 7D | -16.0% | +2.5% | -18.5% | -15.7% |
| 30D | -40.1% | +14.1% | -54.2% | -39.3% |
| 3M | -43.9% | -9.4% | -34.5% | -43.8% |
| 6M | -55.6% | -9.1% | -46.6% | -59.1% |
| All | -55.6% | -9.4% | -46.3% | -59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling