+105.5%
B vs EIX
+18.4%
+87.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -7.3% | +1.4% | -8.7% | -7.6% |
| 30D | -3.3% | +8.5% | -11.9% | -5.3% |
| 3M | -7.8% | -13.5% | +5.7% | -5.2% |
| 6M | -15.5% | -12.4% | -3.2% | -14.0% |
| YTD | -12.3% | +5.9% | -18.2% | -16.1% |
| 1Y | +5.4% | +7.6% | -2.2% | +0.3% |
| 3Y | +165.5% | +12.8% | +152.8% | +140.0% |
| All | +105.5% | +18.4% | +87.2% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling