+24.0%
EIX vs BR
+7.6%
+16.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +4.1% | -5.0% | +9.1% | +5.6% |
| 30D | -15.3% | -2.5% | -12.9% | -14.8% |
| 3M | -18.4% | +13.5% | -31.9% | -21.9% |
| 6M | -16.8% | -9.4% | -7.4% | -14.3% |
| YTD | -0.6% | -23.3% | +22.7% | +9.0% |
| 1Y | +10.7% | -31.6% | +42.3% | +26.9% |
| 3Y | -4.5% | -5.1% | +0.6% | -5.3% |
| 5Y | +24.0% | +8.2% | +15.9% | +11.9% |
| All | +24.0% | +7.6% | +16.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling