+19.6%
EIX vs BR
+190.5%
-171.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.8% | -6.0% | +6.8% | +2.9% |
| 30D | -18.8% | -0.9% | -17.9% | -18.6% |
| 3M | -19.7% | +16.4% | -36.1% | -24.3% |
| 6M | -18.2% | -8.2% | -10.1% | -16.4% |
| YTD | -1.7% | -23.2% | +21.5% | +7.2% |
| 1Y | +7.8% | -30.9% | +38.7% | +22.6% |
| 3Y | -5.6% | -5.0% | -0.6% | -6.6% |
| 5Y | +23.7% | +8.8% | +14.9% | +13.6% |
| All | +19.6% | +190.5% | -171.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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