+3,716.0%
ALL vs EIX
+684.3%
+3,031.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | 0.0% | -19.1% | +19.1% | +4.6% |
| 30D | -1.5% | -16.9% | +15.4% | +2.0% |
| 3M | +23.6% | -20.0% | +43.6% | +29.2% |
| 6M | +22.3% | -21.3% | +43.7% | +28.2% |
| YTD | +26.5% | -1.7% | +28.2% | +24.6% |
| 1Y | +27.0% | +9.6% | +17.4% | +21.2% |
| 3Y | +149.6% | -3.7% | +153.3% | +143.2% |
| 5Y | +118.1% | +22.6% | +95.5% | +97.9% |
| 10Y | +369.0% | +17.7% | +351.3% | +317.0% |
| All | +3,716.0% | +684.3% | +3,031.6% | +2,161.0% |
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