+452.3%
EIX vs BB
+329.7%
+122.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.0% |
| 7D | +0.7% | +15.0% | -14.2% | 0.0% |
| 30D | +8.8% | +3.5% | +5.3% | +8.4% |
| 3M | -10.9% | +2.7% | -13.6% | -11.3% |
| 6M | -10.3% | +44.7% | -55.0% | -12.6% |
| YTD | +5.8% | +143.3% | -137.4% | +0.3% |
| 1Y | +11.4% | +102.2% | -90.8% | +6.4% |
| 3Y | +11.1% | +156.1% | -145.1% | +3.4% |
| 5Y | +18.5% | -17.6% | +36.1% | +14.7% |
| 10Y | +32.2% | +29.0% | +3.3% | +18.5% |
| All | +452.3% | +329.7% | +122.6% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling