+22.7%
EIX vs RACE
+93.6%
-70.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -19.1% | -2.5% | -16.6% | -18.8% |
| 30D | -16.9% | +0.8% | -17.7% | -17.2% |
| 3M | -20.0% | +17.2% | -37.2% | -22.8% |
| 6M | -21.3% | +13.6% | -34.9% | -23.8% |
| YTD | -1.7% | +12.2% | -13.9% | -4.9% |
| 1Y | +9.6% | -16.3% | +25.8% | +12.3% |
| 3Y | -3.7% | +36.4% | -40.1% | -13.9% |
| All | +22.7% | +93.6% | -70.9% | -2.2% |
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