+0.4%
DOW vs EIX
+36.0%
-35.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +3.7% | -1.5% | +5.1% | +4.3% |
| 30D | +16.3% | +8.1% | +8.1% | +12.2% |
| 3M | +9.7% | -12.1% | +21.8% | +12.7% |
| 6M | -14.1% | -13.4% | -0.7% | -11.8% |
| YTD | +46.6% | +5.6% | +41.0% | +34.0% |
| 1Y | +56.8% | +7.8% | +49.0% | +41.7% |
| 3Y | -20.4% | +9.8% | -30.2% | -31.9% |
| 5Y | -27.4% | +18.8% | -46.3% | -43.0% |
| All | +0.4% | +36.0% | -35.6% | -29.2% |
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