+1,058.2%
EIX vs BTI
+6,053.3%
-4,995.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -19.1% | -1.4% | -17.7% | -18.8% |
| 30D | -16.9% | -6.6% | -10.3% | -15.5% |
| 3M | -20.0% | -3.0% | -17.0% | -19.4% |
| 6M | -21.3% | -6.7% | -14.6% | -20.2% |
| YTD | -1.7% | +0.6% | -2.3% | -2.0% |
| 1Y | +9.6% | +5.6% | +4.0% | +7.9% |
| 3Y | -3.7% | +110.3% | -114.0% | -19.5% |
| 5Y | +22.6% | +114.3% | -91.7% | +1.6% |
| 10Y | +17.7% | +67.7% | -50.0% | +0.4% |
| All | +1,058.2% | +6,053.3% | -4,995.1% | +506.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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