-0.7%
BBY vs EIX
+18.4%
-19.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +4.5% | +1.4% | +3.1% | +4.0% |
| 30D | +16.8% | +8.5% | +8.3% | +13.9% |
| 3M | +23.2% | -13.5% | +36.7% | +27.4% |
| 6M | +91.9% | -12.4% | +104.3% | +96.7% |
| YTD | +61.6% | +5.9% | +55.7% | +53.1% |
| 1Y | +43.9% | +7.6% | +36.3% | +35.4% |
| 3Y | +88.6% | +12.8% | +75.9% | +69.2% |
| All | -0.7% | +18.4% | -19.1% | -16.8% |
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