+45.3%
EIX vs QS
-47.4%
+92.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +0.8% | -5.0% | +5.8% | +0.9% |
| 30D | -18.8% | -18.3% | -0.5% | -18.4% |
| 3M | -19.7% | -26.0% | +6.3% | -19.2% |
| 6M | -18.2% | -24.0% | +5.8% | -18.0% |
| YTD | -1.7% | -50.3% | +48.5% | -0.5% |
| 1Y | +7.8% | -38.0% | +45.7% | +8.2% |
| 3Y | -5.6% | -24.6% | +19.0% | -7.4% |
| 5Y | +23.7% | -75.4% | +99.1% | +21.3% |
| All | +45.3% | -47.4% | +92.7% | +41.6% |
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