+72.9%
EIX vs TRU
+243.6%
-170.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | 0.0% | +1.3% | +1.4% |
| 30D | +8.5% | +21.3% | -12.8% | +3.6% |
| 3M | -13.5% | +0.2% | -13.7% | -13.9% |
| 6M | -12.4% | +22.4% | -34.7% | -17.2% |
| YTD | +5.9% | -4.8% | +10.7% | +5.2% |
| 1Y | +7.6% | -0.2% | +7.8% | +5.5% |
| 3Y | +12.8% | +57.9% | -45.2% | -5.5% |
| 5Y | +19.2% | -26.1% | +45.4% | +19.0% |
| 10Y | +34.9% | +184.8% | -150.0% | +4.4% |
| All | +72.9% | +243.6% | -170.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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