+14,337.8%
DE vs EIX
+1,137.3%
+13,200.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.4% | -3.0% |
| 7D | +0.7% | +0.9% | -0.2% | +0.3% |
| 30D | +9.6% | -13.5% | +23.2% | +11.9% |
| 3M | +19.0% | -15.3% | +34.2% | +21.8% |
| 6M | +16.1% | -15.3% | +31.4% | +18.8% |
| YTD | +47.0% | +2.7% | +44.3% | +43.4% |
| 1Y | +43.1% | +17.4% | +25.7% | +34.6% |
| 3Y | +77.5% | -1.3% | +78.8% | +71.8% |
| 5Y | +96.4% | +27.2% | +69.2% | +76.8% |
| 10Y | +852.9% | +22.7% | +830.1% | +736.8% |
| All | +14,337.8% | +1,137.3% | +13,200.5% | +7,043.6% |
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 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