+43.8%
D vs EIX
+30.9%
+12.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | +0.8% | +0.7% | 0.0% | +0.5% |
| 30D | +10.7% | +8.8% | +2.0% | +6.9% |
| 3M | +2.3% | -10.9% | +13.2% | +4.8% |
| 6M | +12.5% | -10.3% | +22.8% | +14.4% |
| YTD | +20.1% | +5.8% | +14.3% | +12.8% |
| 1Y | +15.6% | +11.4% | +4.2% | +5.9% |
| 3Y | +75.2% | +11.1% | +64.1% | +57.2% |
| 5Y | +14.6% | +18.5% | -3.9% | -0.7% |
| 10Y | +43.8% | +32.2% | +11.5% | +2.8% |
| All | +43.8% | +30.9% | +12.8% | +2.8% |
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