+18.0%
EIX vs QSR
+135.2%
-117.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -1.4% | -4.0% | +2.6% | 0.0% |
| 30D | -19.3% | +2.8% | -22.1% | -20.1% |
| 3M | -21.7% | +5.1% | -26.8% | -23.1% |
| 6M | -19.8% | +8.8% | -28.6% | -22.4% |
| YTD | -3.0% | +14.8% | -17.9% | -8.3% |
| 1Y | +5.1% | +25.7% | -20.6% | -3.8% |
| 3Y | -7.0% | +27.5% | -34.5% | -16.4% |
| 5Y | +22.0% | +41.3% | -19.2% | +4.3% |
| All | +18.0% | +135.2% | -117.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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