+10.8%
EIX vs Z
-58.2%
+69.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.3% |
| 7D | +0.7% | -5.2% | +5.9% | +0.6% |
| 30D | +8.8% | +5.7% | +3.0% | +9.1% |
| 3M | -10.9% | -8.7% | -2.2% | -11.2% |
| 6M | -10.3% | -26.0% | +15.7% | -11.7% |
| YTD | +5.8% | -55.0% | +60.9% | +2.0% |
| All | +10.8% | -58.2% | +69.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling