+3,689.8%
FN vs EIX
+218.6%
+3,471.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | -1.7% | -19.1% | +17.4% | +2.9% |
| 30D | -22.0% | -16.9% | -5.1% | -19.3% |
| 3M | -43.0% | -20.0% | -23.0% | -40.8% |
| 6M | -27.7% | -21.3% | -6.4% | -24.6% |
| YTD | -10.5% | -1.7% | -8.8% | -12.9% |
| 1Y | +12.5% | +9.6% | +2.9% | +5.5% |
| 3Y | +153.8% | -3.7% | +157.5% | +141.7% |
| 5Y | +288.0% | +22.6% | +265.4% | +238.7% |
| 10Y | +906.4% | +17.7% | +888.7% | +745.5% |
| All | +3,689.8% | +218.6% | +3,471.2% | +1,595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling