-30.7%
DOW vs EIX
+18.3%
-49.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -9.4% | +0.7% | -10.1% | -9.6% |
| 30D | +8.9% | +8.8% | +0.2% | +6.6% |
| 3M | +6.7% | -10.9% | +17.7% | +8.3% |
| 6M | -14.2% | -10.3% | -3.9% | -13.6% |
| YTD | +36.9% | +5.8% | +31.1% | +28.3% |
| 1Y | +45.8% | +11.4% | +34.4% | +34.0% |
| 3Y | -23.9% | +11.1% | -35.0% | -32.5% |
| All | -30.7% | +18.3% | -49.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling