+24.0%
EIX vs QSR
+43.4%
-19.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | +4.1% | -2.4% | +6.4% | +4.7% |
| 30D | -15.3% | +5.7% | -21.0% | -16.7% |
| 3M | -18.4% | +6.9% | -25.4% | -20.1% |
| 6M | -16.8% | +6.9% | -23.7% | -18.7% |
| YTD | -0.6% | +14.9% | -15.5% | -5.2% |
| 1Y | +10.7% | +29.1% | -18.4% | +1.6% |
| 3Y | -4.5% | +26.1% | -30.6% | -12.7% |
| 5Y | +24.0% | +42.3% | -18.3% | +5.2% |
| All | +24.0% | +43.4% | -19.4% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling