+35.4%
EIX vs FIVE
+505.3%
-469.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -1.5% | +2.4% | -3.9% | -1.8% |
| 30D | +8.1% | +15.8% | -7.7% | +5.8% |
| 3M | -12.1% | +3.8% | -15.9% | -12.9% |
| 6M | -13.4% | +18.5% | -32.0% | -16.2% |
| YTD | +5.6% | +31.2% | -25.6% | 0.0% |
| 1Y | +7.8% | +61.8% | -54.0% | -1.3% |
| 3Y | +9.8% | +39.9% | -30.1% | -0.9% |
| 5Y | +18.8% | +18.3% | +0.5% | +7.5% |
| All | +35.4% | +505.3% | -469.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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