+2,271.9%
D vs EIX
+1,083.9%
+1,188.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.7% |
| 7D | +0.4% | -19.1% | +19.5% | +6.1% |
| 30D | -3.6% | -16.9% | +13.3% | +0.8% |
| 3M | -1.0% | -20.0% | +19.0% | +4.7% |
| 6M | +6.3% | -21.3% | +27.6% | +12.9% |
| YTD | +14.7% | -1.7% | +16.4% | +12.8% |
| 1Y | +16.9% | +9.6% | +7.4% | +10.6% |
| 3Y | +56.8% | -3.7% | +60.5% | +53.2% |
| 5Y | +5.2% | +22.6% | -17.4% | -5.3% |
| 10Y | +35.9% | +17.7% | +18.2% | +19.6% |
| All | +2,271.9% | +1,083.9% | +1,188.0% | +864.8% |
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 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