+27.0%
ALL vs EIX
+7.5%
+19.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | 0.0% | -19.1% | +19.1% | +1.7% |
| 30D | -1.5% | -16.9% | +15.4% | -0.4% |
| 3M | +23.6% | -20.0% | +43.6% | +25.7% |
| 6M | +22.3% | -21.3% | +43.7% | +24.2% |
| YTD | +26.5% | -1.7% | +28.2% | +23.3% |
| 1Y | +27.0% | +9.6% | +17.4% | +20.7% |
| All | +27.0% | +7.5% | +19.5% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling