+854.6%
DE vs EIX
+21.5%
+833.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | +9.7% | -18.8% | +28.5% | +14.4% |
| 3M | +21.4% | -19.7% | +41.1% | +26.6% |
| 6M | +15.0% | -18.2% | +33.2% | +19.2% |
| YTD | +46.4% | -1.7% | +48.2% | +43.1% |
| 1Y | +45.6% | +7.8% | +37.9% | +37.8% |
| 3Y | +76.8% | -5.6% | +82.4% | +70.7% |
| 5Y | +99.4% | +23.7% | +75.7% | +72.8% |
| All | +854.6% | +21.5% | +833.1% | +703.6% |
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