+19.2%
D vs EIX
+15.0%
+4.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.2% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | -0.7% | -13.5% | +12.8% | +0.5% |
| 3M | +2.1% | -15.3% | +17.3% | +3.8% |
| 6M | +6.8% | -15.3% | +22.2% | +8.6% |
| YTD | +16.5% | +2.7% | +13.8% | +10.7% |
| 1Y | +19.2% | +17.4% | +1.7% | +8.6% |
| All | +19.2% | +15.0% | +4.2% | +8.6% |
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