+200.5%
B vs EIX
+30.9%
+169.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.9% |
| 7D | +11.3% | +0.7% | +10.6% | +11.2% |
| 30D | +2.9% | +8.8% | -5.8% | +1.2% |
| 3M | -2.9% | -10.9% | +8.1% | -1.4% |
| 6M | -1.2% | -10.3% | +9.1% | -0.2% |
| YTD | -1.3% | +5.8% | -7.2% | -4.2% |
| 1Y | +30.4% | +11.4% | +19.0% | +25.1% |
| 3Y | +195.3% | +11.1% | +184.2% | +179.6% |
| 5Y | +146.2% | +18.5% | +127.7% | +129.2% |
| 10Y | +200.5% | +32.2% | +168.2% | +123.3% |
| All | +200.5% | +30.9% | +169.5% | +123.3% |
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 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