+14,219.4%
DE vs EIX
+1,175.7%
+13,043.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | +3.6% | +8.5% | -5.0% | +1.5% |
| 3M | +10.2% | -13.5% | +23.7% | +12.4% |
| 6M | +16.6% | -12.4% | +28.9% | +18.2% |
| YTD | +45.8% | +5.9% | +39.9% | +40.9% |
| 1Y | +43.9% | +7.6% | +36.3% | +38.4% |
| 3Y | +89.6% | +12.8% | +76.8% | +77.1% |
| 5Y | +100.3% | +19.2% | +81.1% | +83.1% |
| 10Y | +760.8% | +34.9% | +725.9% | +638.6% |
| All | +14,219.4% | +1,175.7% | +13,043.7% | +6,920.5% |
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