+60.4%
EIX vs TRU
+238.0%
-177.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.8% | +2.2% |
| 7D | -19.1% | -6.8% | -12.3% | -17.8% |
| 30D | -16.9% | 0.0% | -16.9% | -16.9% |
| 3M | -20.0% | +13.3% | -33.3% | -22.6% |
| 6M | -21.3% | +3.4% | -24.8% | -22.6% |
| YTD | -1.7% | -6.4% | +4.7% | -1.6% |
| 1Y | +9.6% | -9.7% | +19.3% | +10.2% |
| 3Y | -3.7% | +0.1% | -3.8% | -9.4% |
| 5Y | +22.6% | -34.0% | +56.6% | +27.0% |
| 10Y | +17.7% | +147.9% | -130.2% | -7.1% |
| All | +60.4% | +238.0% | -177.6% | +25.5% |
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