+56.1%
EIX vs QS
-60.6%
+116.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +8.0% | +0.3% |
| 7D | -1.5% | -5.6% | +4.1% | -1.3% |
| 30D | +8.1% | -5.8% | +14.0% | +8.2% |
| 3M | -12.1% | -39.2% | +27.0% | -11.2% |
| 6M | -13.4% | -53.9% | +40.5% | -12.1% |
| YTD | +5.6% | -62.8% | +68.3% | +7.6% |
| 1Y | +7.8% | -73.5% | +81.3% | +10.8% |
| 3Y | +9.8% | -29.1% | +38.9% | +8.0% |
| 5Y | +18.8% | -90.0% | +108.8% | +17.3% |
| All | +56.1% | -60.6% | +116.8% | +53.1% |
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