+193.4%
B vs EIX
+23.2%
+170.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.4% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | +1.4% | -13.5% | +14.9% | +3.6% |
| 3M | +12.2% | -15.3% | +27.4% | +15.0% |
| 6M | -2.1% | -15.3% | +13.2% | +0.3% |
| YTD | +2.9% | +2.7% | +0.2% | +0.5% |
| 1Y | +55.3% | +17.4% | +37.9% | +46.5% |
| 3Y | +198.7% | -1.3% | +200.0% | +190.1% |
| 5Y | +153.8% | +27.2% | +126.6% | +132.6% |
| 10Y | +193.4% | +22.7% | +170.7% | +144.6% |
| All | +193.4% | +23.2% | +170.2% | +144.6% |
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