+235.9%
DIA vs EIX
+33.0%
+203.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | +1.1% | +8.9% | -7.7% | -1.2% |
| 3M | -2.9% | -9.8% | +6.9% | -1.6% |
| 6M | +5.9% | -10.2% | +16.1% | +7.0% |
| YTD | +9.8% | +5.9% | +3.8% | +5.0% |
| 1Y | +11.7% | +10.9% | +0.8% | +5.3% |
| 3Y | +59.5% | +10.2% | +49.3% | +46.7% |
| 5Y | +57.5% | +17.0% | +40.5% | +40.2% |
| 10Y | +235.9% | +35.1% | +200.8% | +172.6% |
| All | +235.9% | +33.0% | +203.0% | +172.6% |
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