+52.2%
EIX vs QSR
+202.3%
-150.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | +8.5% | +4.1% | +4.4% | +7.2% |
| 3M | -13.5% | -0.7% | -12.8% | -13.4% |
| 6M | -12.4% | +0.4% | -12.8% | -12.7% |
| YTD | +5.9% | +13.5% | -7.6% | +1.1% |
| 1Y | +7.6% | +11.0% | -3.4% | +3.3% |
| 3Y | +12.8% | +22.0% | -9.2% | +4.1% |
| 5Y | +19.2% | +57.1% | -37.8% | +0.7% |
| 10Y | +34.9% | +138.3% | -103.4% | -0.8% |
| All | +52.2% | +202.3% | -150.1% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling