+2.4%
EIX vs BTSG
+505.2%
-502.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.5% | +4.0% | -6.6% | -2.9% |
| 30D | +7.7% | +15.3% | -7.6% | +6.4% |
| 3M | -12.9% | +25.4% | -38.3% | -14.5% |
| 6M | -12.7% | +31.9% | -44.6% | -14.4% |
| YTD | +5.5% | +93.9% | -88.5% | +0.5% |
| 1Y | +9.4% | +114.2% | -104.8% | +3.3% |
| All | +2.4% | +505.2% | -502.7% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling