+5.1%
EIX vs BR
-31.7%
+36.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.4% | -3.0% | +1.6% | -1.4% |
| 30D | -19.3% | -0.3% | -19.0% | -19.3% |
| 3M | -21.7% | +17.3% | -39.0% | -21.5% |
| 6M | -19.8% | -6.7% | -13.1% | -18.5% |
| YTD | -3.0% | -23.4% | +20.4% | +5.4% |
| 1Y | +5.1% | -32.7% | +37.8% | +16.5% |
| All | +5.1% | -31.7% | +36.8% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling