+10.2%
EIX vs Q
+66.4%
-56.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.3% | -8.8% | -2.5% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | +9.1% | -9.8% | +18.9% | +9.2% |
| 3M | -10.2% | -12.2% | +2.0% | -10.2% |
| 6M | -11.2% | -21.6% | +10.4% | -11.2% |
| YTD | +4.5% | +43.6% | -39.1% | +5.9% |
| 1Y | +10.9% | +25.7% | -14.8% | +12.6% |
| All | +10.2% | +66.4% | -56.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling