-35.9%
DOW vs EIX
+24.3%
-60.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.2% |
| 7D | -6.0% | +4.1% | -10.1% | -7.0% |
| 30D | -2.7% | -15.3% | +12.6% | 0.0% |
| 3M | -10.5% | -18.4% | +8.0% | -7.1% |
| 6M | -12.4% | -16.8% | +4.4% | -10.2% |
| YTD | +30.0% | -0.6% | +30.6% | +24.1% |
| 1Y | +27.8% | +10.7% | +17.1% | +17.0% |
| 3Y | -34.9% | -4.5% | -30.5% | -39.2% |
| 5Y | -35.9% | +24.0% | -59.9% | -43.9% |
| All | -35.9% | +24.3% | -60.2% | -43.9% |
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