+147.2%
EIX vs BR
+1,481.8%
-1,334.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +8.5% | +14.4% | -5.8% | +3.6% |
| 3M | -13.5% | +12.4% | -25.9% | -17.1% |
| 6M | -12.4% | +35.4% | -47.8% | -21.9% |
| YTD | +5.9% | -12.2% | +18.1% | +9.2% |
| 1Y | +7.6% | -12.7% | +20.3% | +11.2% |
| 3Y | +12.8% | +14.3% | -1.5% | +4.7% |
| 5Y | +19.2% | +19.3% | -0.1% | +7.4% |
| 10Y | +34.9% | +278.1% | -243.3% | -21.7% |
| All | +147.2% | +1,481.8% | -1,334.6% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling