+28.0%
EIX vs URA
+278.3%
-250.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -3.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.5% |
| 30D | +9.1% | -19.0% | +28.1% | +12.2% |
| 3M | -10.2% | -25.1% | +14.9% | -6.8% |
| 6M | -11.2% | -44.5% | +33.2% | -4.2% |
| YTD | +4.5% | -24.3% | +28.8% | +6.4% |
| 1Y | +10.9% | -28.1% | +39.0% | +13.5% |
| 3Y | +8.4% | +40.7% | -32.3% | -4.9% |
| 5Y | +18.0% | +35.5% | -17.5% | +1.2% |
| All | +28.0% | +278.3% | -250.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling