+222.7%
B vs EIX
+34.4%
+188.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | -2.5% | -0.1% | -2.1% |
| 30D | -4.3% | +7.7% | -12.0% | -5.8% |
| 3M | -2.3% | -12.9% | +10.6% | -0.4% |
| 6M | -16.2% | -12.7% | -3.5% | -14.9% |
| YTD | -8.8% | +5.5% | -14.3% | -11.4% |
| 1Y | +11.4% | +9.4% | +2.0% | +7.3% |
| 3Y | +174.3% | +9.7% | +164.6% | +160.6% |
| 5Y | +116.2% | +16.9% | +99.2% | +102.0% |
| 10Y | +222.7% | +34.3% | +188.5% | +140.3% |
| All | +222.7% | +34.4% | +188.4% | +140.3% |
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