+36.2%
EIX vs RACE
+647.6%
-611.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | -19.1% | -2.5% | -16.6% | -18.7% |
| 30D | -16.9% | +0.8% | -17.7% | -17.2% |
| 3M | -20.0% | +17.2% | -37.2% | -23.3% |
| 6M | -21.3% | +13.6% | -34.9% | -24.2% |
| YTD | -1.7% | +12.2% | -13.9% | -5.3% |
| 1Y | +9.6% | -16.3% | +25.8% | +12.5% |
| 3Y | -3.7% | +36.4% | -40.1% | -14.0% |
| 5Y | +22.6% | +95.0% | -72.3% | -1.8% |
| 10Y | +17.7% | +813.2% | -795.6% | -26.0% |
| All | +36.2% | +647.6% | -611.4% | -10.4% |
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