+17.9%
EIX vs URA
+33.4%
-15.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -2.9% |
| 7D | +1.0% | -4.1% | +5.1% | +1.4% |
| 30D | +9.1% | -19.0% | +28.1% | +11.3% |
| 3M | -10.2% | -25.1% | +14.9% | -7.9% |
| 6M | -11.2% | -44.5% | +33.2% | -6.3% |
| YTD | +4.5% | -24.3% | +28.8% | +5.7% |
| 1Y | +10.9% | -28.1% | +39.0% | +12.6% |
| 3Y | +8.4% | +40.7% | -32.3% | -3.4% |
| All | +17.9% | +33.4% | -15.5% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling