+22.7%
EIX vs BN
+259.6%
-236.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.6% | +7.1% | +5.4% |
| 7D | +0.9% | -1.2% | +2.1% | +1.3% |
| 30D | -13.5% | -10.9% | -2.6% | -10.0% |
| 3M | -15.3% | -11.1% | -4.2% | -11.9% |
| 6M | -15.3% | -4.4% | -11.0% | -14.9% |
| YTD | +2.7% | -14.1% | +16.9% | +7.0% |
| 1Y | +17.4% | -11.1% | +28.5% | +20.2% |
| 3Y | -1.3% | +75.6% | -76.9% | -25.4% |
| 5Y | +27.2% | +35.8% | -8.6% | +3.5% |
| 10Y | +22.7% | +261.6% | -238.8% | -32.3% |
| All | +22.7% | +259.6% | -236.8% | -32.3% |
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