+369.0%
ALL vs EIX
+34.4%
+334.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.6% | -2.5% | 0.0% | -1.7% |
| 30D | +12.7% | +7.7% | +5.0% | +10.1% |
| 3M | +0.4% | -12.9% | +13.3% | +3.2% |
| 6M | +23.8% | -12.7% | +36.5% | +26.6% |
| YTD | +27.8% | +5.5% | +22.3% | +21.6% |
| 1Y | +28.9% | +9.4% | +19.5% | +21.0% |
| 3Y | +113.9% | +9.7% | +104.2% | +95.6% |
| 5Y | +157.4% | +16.9% | +140.5% | +127.2% |
| 10Y | +369.0% | +34.3% | +334.7% | +283.1% |
| All | +369.0% | +34.4% | +334.6% | +283.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling