-4.6%
EIX vs BTG
+99.9%
-104.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.3% |
| 7D | +4.1% | +2.4% | +1.7% | +3.8% |
| 30D | -15.3% | +9.5% | -24.8% | -16.0% |
| 3M | -18.4% | +38.5% | -56.9% | -21.2% |
| 6M | -16.8% | +5.6% | -22.5% | -17.8% |
| YTD | -0.6% | +23.9% | -24.5% | -4.0% |
| 1Y | +10.7% | +32.1% | -21.5% | +5.3% |
| All | -4.6% | +99.9% | -104.5% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling