+8.4%
EIX vs BB
+132.4%
-124.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -2.7% |
| 7D | +1.0% | +3.8% | -2.8% | +0.8% |
| 30D | +9.1% | -0.3% | +9.5% | +9.0% |
| 3M | -10.2% | -0.5% | -9.8% | -10.4% |
| 6M | -11.2% | +45.9% | -57.2% | -14.1% |
| YTD | +4.5% | +130.6% | -126.1% | -1.9% |
| 1Y | +10.9% | +89.2% | -78.3% | +5.3% |
| 3Y | +8.4% | +137.5% | -129.1% | -0.5% |
| All | +8.4% | +132.4% | -124.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling