+127.0%
EIX vs FIVE
+862.5%
-735.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +7.7% | +17.4% | -9.7% | +5.5% |
| 3M | -12.9% | +7.0% | -19.9% | -13.8% |
| 6M | -12.7% | +20.5% | -33.1% | -15.3% |
| YTD | +5.5% | +33.1% | -27.7% | +0.5% |
| 1Y | +9.4% | +67.1% | -57.7% | +1.0% |
| 3Y | +9.7% | +41.9% | -32.2% | -0.1% |
| 5Y | +16.9% | +21.1% | -4.1% | +6.4% |
| 10Y | +34.3% | +518.8% | -484.5% | -2.9% |
| All | +127.0% | +862.5% | -735.5% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling