-10.8%
DOW vs EIX
+26.6%
-37.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.4% |
| 7D | -2.4% | -19.1% | +16.7% | +4.8% |
| 30D | +0.4% | -16.9% | +17.3% | +5.9% |
| 3M | -14.4% | -20.0% | +5.6% | -8.4% |
| 6M | -7.0% | -21.3% | +14.3% | -0.3% |
| YTD | +30.2% | -1.7% | +31.9% | +23.4% |
| 1Y | +29.2% | +9.6% | +19.6% | +15.1% |
| 3Y | -36.7% | -3.7% | -33.0% | -42.0% |
| 5Y | -37.7% | +22.6% | -60.3% | -52.9% |
| All | -10.8% | +26.6% | -37.4% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling