+133.9%
BP vs EIX
+19.9%
+114.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.7% |
| 7D | +4.0% | +4.1% | -0.1% | +2.7% |
| 30D | +7.8% | -15.3% | +23.2% | +11.3% |
| 3M | +8.4% | -18.4% | +26.8% | +12.9% |
| 6M | +15.1% | -16.8% | +31.9% | +18.8% |
| YTD | +36.4% | -0.6% | +37.0% | +32.3% |
| 1Y | +40.9% | +10.7% | +30.2% | +31.5% |
| 3Y | +38.8% | -4.5% | +43.3% | +32.7% |
| 5Y | +141.1% | +24.0% | +117.0% | +104.8% |
| 10Y | +133.9% | +22.9% | +111.0% | +89.8% |
| All | +133.9% | +19.9% | +114.0% | +89.8% |
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