+33.0%
BLK vs EIX
+20.9%
+12.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | -3.3% | -1.4% | -1.9% | -3.0% |
| 30D | -6.5% | -19.3% | +12.8% | -1.7% |
| 3M | +6.7% | -21.7% | +28.4% | +13.0% |
| 6M | +14.7% | -19.8% | +34.6% | +20.0% |
| YTD | +2.5% | -3.0% | +5.6% | -1.1% |
| 1Y | -2.8% | +5.1% | -7.9% | -9.5% |
| 3Y | +65.9% | -7.0% | +72.8% | +56.6% |
| All | +33.0% | +20.9% | +12.1% | +5.9% |
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