+128.8%
EIX vs BTG
+378.0%
-249.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.9% | +7.4% | +4.7% |
| 7D | +0.9% | +4.8% | -3.9% | +0.6% |
| 30D | -13.5% | +8.3% | -21.9% | -14.0% |
| 3M | -15.3% | +32.3% | -47.6% | -17.0% |
| 6M | -15.3% | +3.0% | -18.3% | -16.0% |
| YTD | +2.7% | +21.9% | -19.2% | +0.5% |
| 1Y | +17.4% | +28.2% | -10.7% | +14.2% |
| 3Y | -1.3% | +99.9% | -101.2% | -7.7% |
| 5Y | +27.2% | +73.6% | -46.4% | +19.3% |
| 10Y | +22.7% | +136.5% | -113.8% | +10.6% |
| All | +128.8% | +378.0% | -249.2% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling