+12.8%
EIX vs Z
-18.1%
+30.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.1% |
| 7D | +1.4% | +0.8% | +0.5% | +1.3% |
| 30D | +8.5% | +5.2% | +3.4% | +8.0% |
| 3M | -13.5% | -17.0% | +3.6% | -12.6% |
| 6M | -12.4% | -22.7% | +10.3% | -11.1% |
| YTD | +5.9% | -56.3% | +62.2% | +13.1% |
| 1Y | +7.6% | -57.7% | +65.2% | +15.1% |
| 3Y | +12.8% | -16.5% | +29.3% | +3.6% |
| All | +12.8% | -18.1% | +30.9% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling