+22.7%
EIX vs URA
+371.9%
-349.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +4.1% |
| 7D | +0.9% | +8.1% | -7.2% | -0.2% |
| 30D | -13.5% | +5.8% | -19.3% | -14.3% |
| 3M | -15.3% | +3.4% | -18.7% | -16.0% |
| 6M | -15.3% | -2.6% | -12.7% | -15.9% |
| YTD | +2.7% | +11.2% | -8.4% | -0.7% |
| 1Y | +17.4% | +19.8% | -2.4% | +11.0% |
| 3Y | -1.3% | +121.5% | -122.8% | -19.2% |
| 5Y | +27.2% | +134.5% | -107.3% | -1.2% |
| 10Y | +22.7% | +376.7% | -353.9% | -29.2% |
| All | +22.7% | +371.9% | -349.2% | -29.2% |
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