+157.6%
B vs EIX
+22.8%
+134.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -1.6% | -19.1% | +17.5% | +3.0% |
| 30D | +9.4% | -16.9% | +26.3% | +13.5% |
| 3M | +5.0% | -20.0% | +25.0% | +9.7% |
| 6M | -3.5% | -21.3% | +17.8% | +1.3% |
| YTD | +4.5% | -1.7% | +6.2% | +1.9% |
| 1Y | +67.8% | +9.6% | +58.2% | +57.4% |
| 3Y | +196.7% | -3.7% | +200.4% | +183.2% |
| All | +157.6% | +22.8% | +134.9% | +119.4% |
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