+13,071.1%
BLK vs EIX
+477.5%
+12,593.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -3.1% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -3.1% | -13.5% | +10.4% | -0.7% |
| 3M | +10.7% | -15.3% | +25.9% | +13.8% |
| 6M | +15.9% | -15.3% | +31.2% | +19.0% |
| YTD | +4.0% | +2.7% | +1.3% | +1.1% |
| 1Y | +1.3% | +17.4% | -16.2% | -5.3% |
| 3Y | +69.6% | -1.3% | +70.9% | +64.1% |
| 5Y | +33.8% | +27.2% | +6.6% | +20.5% |
| 10Y | +276.2% | +22.7% | +253.4% | +231.9% |
| All | +13,071.1% | +477.5% | +12,593.6% | +9,225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling