+57.6%
EIX vs Z
+6.9%
+50.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.3% |
| 7D | +1.0% | -4.6% | +5.5% | +1.3% |
| 30D | +9.1% | +8.3% | +0.8% | +8.1% |
| 3M | -10.2% | -11.6% | +1.4% | -9.6% |
| 6M | -11.2% | -33.6% | +22.4% | -8.5% |
| YTD | +4.5% | -56.7% | +61.2% | +11.7% |
| 1Y | +10.9% | -59.1% | +70.0% | +19.0% |
| 3Y | +8.4% | -20.4% | +28.8% | +7.1% |
| 5Y | +18.0% | -55.3% | +73.2% | +19.5% |
| 10Y | +30.3% | -14.2% | +44.5% | +13.1% |
| All | +57.6% | +6.9% | +50.7% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling