+7.8%
D vs EIX
+22.8%
-15.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | +1.5% | -19.1% | +20.6% | +8.5% |
| 30D | -2.6% | -16.9% | +14.3% | +2.6% |
| 3M | 0.0% | -20.0% | +20.0% | +6.9% |
| 6M | +7.4% | -21.3% | +28.7% | +15.5% |
| YTD | +15.9% | -1.7% | +17.6% | +11.2% |
| 1Y | +18.1% | +9.6% | +8.6% | +6.8% |
| 3Y | +58.4% | -3.7% | +62.1% | +49.0% |
| All | +7.8% | +22.8% | -15.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling