+22.7%
EIX vs FIVE
+31.2%
-8.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.4% |
| 7D | -19.1% | +4.3% | -23.4% | -19.4% |
| 30D | -16.9% | +12.5% | -29.4% | -17.8% |
| 3M | -20.0% | +31.2% | -51.2% | -22.0% |
| 6M | -21.3% | +14.4% | -35.7% | -22.6% |
| YTD | -1.7% | +33.9% | -35.6% | -5.0% |
| 1Y | +9.6% | +65.1% | -55.5% | +3.5% |
| 3Y | -3.7% | +49.0% | -52.6% | -9.8% |
| All | +22.7% | +31.2% | -8.6% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling