+19.6%
EIX vs BTG
+158.3%
-138.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | +0.8% | -5.5% | +6.3% | +1.4% |
| 30D | -18.8% | +6.1% | -24.9% | -19.4% |
| 3M | -19.7% | +38.6% | -58.3% | -22.9% |
| 6M | -18.2% | +0.7% | -18.9% | -19.1% |
| YTD | -1.7% | +20.3% | -22.1% | -5.3% |
| 1Y | +7.8% | +25.0% | -17.3% | +2.9% |
| 3Y | -5.6% | +97.3% | -102.9% | -16.4% |
| 5Y | +23.7% | +78.3% | -54.7% | +9.6% |
| All | +19.6% | +158.3% | -138.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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