+2,332.1%
D vs EIX
+1,171.7%
+1,160.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.1% | -1.5% | -1.6% | -2.6% |
| 30D | +8.4% | +8.1% | +0.2% | +5.6% |
| 3M | +0.2% | -12.1% | +12.4% | +2.8% |
| 6M | +9.5% | -13.4% | +22.9% | +12.6% |
| YTD | +18.8% | +5.6% | +13.2% | +14.0% |
| 1Y | +14.7% | +7.8% | +6.9% | +9.2% |
| 3Y | +72.9% | +9.8% | +63.1% | +61.4% |
| 5Y | +13.1% | +18.8% | -5.7% | +2.7% |
| 10Y | +47.2% | +34.4% | +12.7% | +23.9% |
| All | +2,332.1% | +1,171.7% | +1,160.4% | +864.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling