+24.0%
EIX vs QS
-74.8%
+98.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.6% | +3.4% | -2.9% |
| 7D | +4.1% | -4.2% | +8.3% | +4.3% |
| 30D | -15.3% | -15.7% | +0.4% | -14.8% |
| 3M | -18.4% | -28.7% | +10.3% | -17.5% |
| 6M | -16.8% | -23.2% | +6.4% | -16.4% |
| YTD | -0.6% | -49.9% | +49.4% | +1.7% |
| 1Y | +10.7% | -38.8% | +49.5% | +11.3% |
| 3Y | -4.5% | -24.0% | +19.5% | -8.4% |
| 5Y | +24.0% | -75.6% | +99.6% | +19.0% |
| All | +24.0% | -74.8% | +98.8% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling