+26.3%
BP vs EIX
+11.2%
+15.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -6.9% | +0.7% | -7.6% | -6.9% |
| 30D | -3.6% | +8.8% | -12.3% | -3.7% |
| 3M | +8.4% | -10.9% | +19.3% | +8.2% |
| 6M | +5.3% | -10.3% | +15.6% | +4.6% |
| YTD | +33.2% | +5.8% | +27.3% | +25.7% |
| All | +26.3% | +11.2% | +15.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling