+18.8%
EIX vs DBX
+24.0%
-5.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | -1.5% | -6.3% | +4.8% | -1.0% |
| 30D | +8.1% | -5.9% | +14.0% | +8.5% |
| 3M | -12.1% | -0.4% | -11.8% | -12.2% |
| 6M | -13.4% | +29.8% | -43.3% | -15.4% |
| YTD | +5.6% | +20.5% | -15.0% | +3.7% |
| 1Y | +7.8% | +8.7% | -0.8% | +7.1% |
| 3Y | +9.8% | +25.9% | -16.1% | +4.8% |
| 5Y | +18.8% | +24.2% | -5.3% | +8.8% |
| All | +18.8% | +24.0% | -5.2% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling