+127.7%
BP vs EIX
+30.9%
+96.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -6.9% | +0.7% | -7.6% | -7.1% |
| 30D | -3.6% | +8.8% | -12.3% | -6.0% |
| 3M | +8.4% | -10.9% | +19.3% | +10.1% |
| 6M | +5.3% | -10.3% | +15.6% | +6.2% |
| YTD | +33.2% | +5.8% | +27.3% | +26.6% |
| 1Y | +28.2% | +11.4% | +16.8% | +19.7% |
| 3Y | +49.2% | +11.1% | +38.2% | +35.3% |
| 5Y | +102.9% | +18.5% | +84.4% | +76.2% |
| 10Y | +127.7% | +32.2% | +95.4% | +83.8% |
| All | +127.7% | +30.9% | +96.7% | +83.8% |
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