+41.6%
D vs EIX
+29.5%
+12.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.4% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | +11.5% | +9.1% | +2.4% | +7.5% |
| 3M | +3.7% | -10.2% | +14.0% | +5.8% |
| 6M | +13.5% | -11.2% | +24.8% | +16.0% |
| YTD | +20.7% | +4.5% | +16.2% | +14.0% |
| 1Y | +18.2% | +10.9% | +7.4% | +8.5% |
| 3Y | +73.3% | +8.4% | +64.9% | +57.1% |
| 5Y | +12.3% | +18.0% | -5.7% | -2.6% |
| All | +41.6% | +29.5% | +12.2% | +3.8% |
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