+36.6%
DIS vs EIX
+30.9%
+5.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +10.2% | +8.8% | +1.5% | +7.6% |
| 3M | +13.5% | -10.9% | +24.5% | +15.6% |
| 6M | +11.1% | -10.3% | +21.4% | +12.4% |
| YTD | +5.5% | +5.8% | -0.3% | +0.7% |
| 1Y | +9.1% | +11.4% | -2.2% | +2.3% |
| 3Y | +36.0% | +11.1% | +24.9% | +24.3% |
| 5Y | -29.8% | +18.5% | -48.3% | -37.9% |
| 10Y | +36.6% | +32.2% | +4.4% | +13.7% |
| All | +36.6% | +30.9% | +5.7% | +13.7% |
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