+0.1%
DOW vs EIX
+36.4%
-36.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +5.2% | +1.4% | +3.9% | +4.6% |
| 30D | +13.2% | +8.5% | +4.6% | +9.1% |
| 3M | +10.1% | -13.5% | +23.5% | +14.0% |
| 6M | -13.1% | -12.4% | -0.7% | -11.3% |
| YTD | +46.1% | +5.9% | +40.2% | +33.4% |
| 1Y | +50.0% | +7.6% | +42.4% | +35.8% |
| 3Y | -20.2% | +12.8% | -33.0% | -32.9% |
| 5Y | -27.7% | +19.2% | -46.9% | -43.3% |
| All | +0.1% | +36.4% | -36.3% | -29.5% |
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 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