+641.7%
BE vs EIX
+32.8%
+608.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -13.4% | +1.0% | -14.3% | -13.8% |
| 30D | -33.9% | +8.9% | -42.8% | -36.6% |
| 3M | -12.0% | -9.8% | -2.2% | -9.8% |
| 6M | -29.0% | -10.2% | -18.8% | -28.1% |
| YTD | +113.4% | +5.9% | +107.5% | +95.1% |
| 1Y | +33.2% | +10.9% | +22.3% | +18.1% |
| 3Y | +1,659.2% | +10.2% | +1,649.0% | +1,452.6% |
| 5Y | +461.4% | +17.0% | +444.3% | +377.4% |
| All | +641.7% | +32.8% | +608.9% | +447.8% |
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 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