+17.0%
EIX vs RACE
+69.7%
-52.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.0% | +0.2% | +0.7% | +0.9% |
| 30D | +8.9% | +6.6% | +2.2% | +7.6% |
| 3M | -9.8% | +2.2% | -12.0% | -10.4% |
| 6M | -10.2% | +22.4% | -32.6% | -14.4% |
| YTD | +5.9% | +13.8% | -7.8% | +2.2% |
| 1Y | +10.9% | +2.2% | +8.7% | +9.4% |
| 3Y | +10.2% | +25.6% | -15.4% | +0.4% |
| 5Y | +17.0% | +71.0% | -53.9% | -7.5% |
| All | +17.0% | +69.7% | -52.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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