+48.3%
D vs EIX
+33.0%
+15.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.4% | +1.0% | +1.4% | +2.0% |
| 30D | +10.9% | +8.9% | +2.1% | +7.0% |
| 3M | +2.8% | -9.8% | +12.6% | +4.7% |
| 6M | +12.7% | -10.2% | +22.9% | +14.6% |
| YTD | +20.3% | +5.9% | +14.4% | +13.0% |
| 1Y | +17.1% | +10.9% | +6.2% | +7.5% |
| 3Y | +75.1% | +10.2% | +64.9% | +57.8% |
| 5Y | +13.1% | +17.0% | -3.9% | -1.4% |
| 10Y | +48.3% | +35.1% | +13.2% | +4.5% |
| All | +48.3% | +33.0% | +15.3% | +4.5% |
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