+668.0%
BE vs EIX
+32.7%
+635.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.1% |
| 7D | +10.8% | +1.4% | +9.5% | +10.1% |
| 30D | -19.8% | +8.5% | -28.3% | -23.0% |
| 3M | -18.7% | -13.5% | -5.3% | -14.9% |
| 6M | -33.7% | -12.4% | -21.4% | -32.1% |
| YTD | +121.0% | +5.9% | +115.0% | +102.0% |
| 1Y | +85.4% | +7.6% | +77.8% | +67.4% |
| 3Y | +1,709.5% | +12.8% | +1,696.7% | +1,476.7% |
| 5Y | +462.2% | +19.2% | +443.0% | +373.7% |
| All | +668.0% | +32.7% | +635.2% | +467.1% |
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 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