+32.0%
EMR vs EIX
+8.9%
+23.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.8% | +1.4% | +1.5% | +2.8% |
| 30D | +3.7% | +8.5% | -4.9% | +3.3% |
| 3M | +2.0% | -13.5% | +15.5% | +3.3% |
| 6M | +22.1% | -12.4% | +34.5% | +22.4% |
| YTD | +27.2% | +5.9% | +21.3% | +22.1% |
| 1Y | +32.0% | +7.6% | +24.4% | +26.7% |
| All | +32.0% | +8.9% | +23.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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