+25.8%
C vs EIX
+9.6%
+16.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -0.4% | -2.5% | +2.1% | -0.3% |
| 30D | -5.3% | +7.7% | -13.0% | -5.5% |
| 3M | -8.0% | -12.9% | +4.8% | -7.9% |
| 6M | -0.3% | -12.7% | +12.4% | -0.3% |
| YTD | +8.6% | +5.5% | +3.2% | +5.8% |
| 1Y | +25.8% | +9.4% | +16.5% | +21.6% |
| All | +25.8% | +9.6% | +16.2% | +21.6% |
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