+18.6%
EIX vs FIVE
+16.7%
+1.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.4% | +2.7% | -1.3% | +1.1% |
| 30D | +8.5% | +12.7% | -4.1% | +7.5% |
| 3M | -13.5% | +2.1% | -15.5% | -13.7% |
| 6M | -12.4% | +17.5% | -29.8% | -13.9% |
| YTD | +5.9% | +31.0% | -25.1% | +2.6% |
| 1Y | +7.6% | +67.7% | -60.1% | +1.6% |
| 3Y | +12.8% | +43.4% | -30.6% | +6.0% |
| All | +18.6% | +16.7% | +1.9% | +9.2% |
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