-5.8%
EIX vs BTSG
+389.4%
-395.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -1.4% | -3.3% | +1.9% | -1.1% |
| 30D | -19.3% | -1.6% | -17.7% | -19.2% |
| 3M | -21.7% | -6.9% | -14.8% | -21.1% |
| 6M | -19.8% | +42.1% | -61.9% | -21.5% |
| YTD | -3.0% | +56.8% | -59.9% | -5.9% |
| 1Y | +5.1% | +109.8% | -104.7% | -0.6% |
| All | -5.8% | +389.4% | -395.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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