+56.0%
EIX vs QS
-57.3%
+113.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.3% |
| 7D | -2.5% | -5.0% | +2.4% | -2.4% |
| 30D | +7.7% | -1.4% | +9.1% | +7.7% |
| 3M | -12.9% | -33.6% | +20.7% | -12.1% |
| 6M | -12.7% | -47.6% | +34.9% | -11.6% |
| YTD | +5.5% | -59.6% | +65.0% | +7.3% |
| 1Y | +9.4% | -73.5% | +82.9% | +12.4% |
| 3Y | +9.7% | -23.0% | +32.7% | +7.7% |
| 5Y | +16.9% | -89.4% | +106.3% | +15.2% |
| All | +56.0% | -57.3% | +113.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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