+48.5%
EIX vs RACE
+670.3%
-621.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | +2.5% | +5.7% | -3.1% | +1.3% |
| 30D | +14.1% | +9.3% | +4.8% | +11.8% |
| 3M | -9.4% | +3.8% | -13.3% | -10.4% |
| 6M | -9.1% | +29.8% | -38.9% | -15.0% |
| YTD | +7.1% | +15.6% | -8.5% | +2.5% |
| 1Y | +13.3% | +5.1% | +8.2% | +10.7% |
| 3Y | +10.9% | +30.8% | -19.9% | +0.2% |
| 5Y | +21.0% | +67.4% | -46.4% | +0.8% |
| 10Y | +33.6% | +793.6% | -760.0% | -16.3% |
| All | +48.5% | +670.3% | -621.8% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling