+412.9%
EIX vs BB
+258.8%
+154.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -19.1% | -5.6% | -13.5% | -18.9% |
| 30D | -16.9% | -11.8% | -5.1% | -16.5% |
| 3M | -20.0% | -25.5% | +5.5% | -19.2% |
| 6M | -21.3% | +121.3% | -142.6% | -24.9% |
| YTD | -1.7% | +103.2% | -104.9% | -5.8% |
| 1Y | +9.6% | +102.6% | -93.1% | +4.8% |
| 3Y | -3.7% | +37.5% | -41.2% | -7.6% |
| 5Y | +22.6% | -30.4% | +53.1% | +19.8% |
| 10Y | +17.7% | 0.0% | +17.7% | +6.9% |
| All | +412.9% | +258.8% | +154.1% | +390.0% |
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