+35.9%
EIX vs BTG
+164.8%
-129.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +1.4% | -9.1% | +10.4% | +2.4% |
| 30D | +8.5% | -1.6% | +10.2% | +8.5% |
| 3M | -13.5% | -2.8% | -10.7% | -13.5% |
| 6M | -12.4% | -7.6% | -4.7% | -12.3% |
| YTD | +5.9% | +10.2% | -4.3% | +2.8% |
| 1Y | +7.6% | +21.3% | -13.7% | +3.2% |
| 3Y | +12.8% | +82.7% | -69.9% | +0.7% |
| 5Y | +19.2% | +30.8% | -11.6% | +8.9% |
| All | +35.9% | +164.8% | -129.0% | +11.7% |
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