+93.6%
EIX vs USFR
+27.5%
+66.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -19.1% | +0.1% | -19.2% | -19.1% |
| 30D | -16.9% | +0.3% | -17.2% | -17.0% |
| 3M | -20.0% | +1.0% | -21.0% | -20.3% |
| 6M | -21.3% | +1.9% | -23.3% | -21.8% |
| YTD | -1.7% | +2.6% | -4.3% | -2.5% |
| 1Y | +9.6% | +4.0% | +5.6% | +8.2% |
| 3Y | -3.7% | +14.1% | -17.8% | -7.3% |
| 5Y | +22.6% | +20.4% | +2.2% | +16.3% |
| 10Y | +17.7% | +28.0% | -10.3% | +10.1% |
| All | +93.6% | +27.5% | +66.1% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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