+3,646.0%
ALL vs EIX
+733.8%
+2,912.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.8% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | +13.8% | +9.1% | +4.7% | +11.2% |
| 3M | -7.0% | -10.2% | +3.2% | -5.7% |
| 6M | +18.0% | -11.2% | +29.3% | +19.8% |
| YTD | +24.2% | +4.5% | +19.7% | +20.2% |
| 1Y | +31.2% | +10.9% | +20.3% | +24.9% |
| 3Y | +107.5% | +8.4% | +99.1% | +95.8% |
| 5Y | +144.8% | +18.0% | +126.8% | +124.3% |
| 10Y | +375.8% | +30.3% | +345.5% | +311.8% |
| All | +3,646.0% | +733.8% | +2,912.2% | +2,081.3% |
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