+35.1%
EIX vs BN
+280.2%
-245.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +1.0% | +4.3% | -3.3% | -0.6% |
| 30D | +8.9% | +14.3% | -5.4% | +3.6% |
| 3M | -9.8% | -4.1% | -5.7% | -8.7% |
| 6M | -10.2% | -9.7% | -0.5% | -7.5% |
| YTD | +5.9% | -7.1% | +13.1% | +7.2% |
| 1Y | +10.9% | -7.4% | +18.3% | +12.1% |
| 3Y | +10.2% | +102.3% | -92.1% | -20.8% |
| 5Y | +17.0% | +35.9% | -18.9% | -4.0% |
| 10Y | +35.1% | +289.2% | -254.1% | -23.8% |
| All | +35.1% | +280.2% | -245.2% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling