+7.8%
EIX vs QS
-75.8%
+83.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +8.0% | +0.2% |
| 7D | -1.5% | -5.6% | +4.1% | -1.4% |
| 30D | +8.1% | -5.8% | +14.0% | +8.2% |
| 3M | -12.1% | -39.2% | +27.0% | -12.4% |
| 6M | -13.4% | -53.9% | +40.5% | -13.8% |
| YTD | +5.6% | -62.8% | +68.3% | +4.9% |
| 1Y | +7.8% | -73.5% | +81.3% | +6.7% |
| All | +7.8% | -75.8% | +83.6% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling