+35.3%
D vs EIX
+23.2%
+12.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -1.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.2% |
| 30D | -0.7% | -13.5% | +12.8% | +3.1% |
| 3M | +2.1% | -15.3% | +17.3% | +6.7% |
| 6M | +6.8% | -15.3% | +22.2% | +11.6% |
| YTD | +16.5% | +2.7% | +13.8% | +10.9% |
| 1Y | +19.2% | +17.4% | +1.7% | +6.1% |
| 3Y | +61.9% | -1.3% | +63.2% | +53.4% |
| 5Y | +6.5% | +27.2% | -20.6% | -10.7% |
| 10Y | +35.3% | +22.7% | +12.5% | +3.6% |
| All | +35.3% | +23.2% | +12.1% | +3.6% |
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 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