+4,350.5%
EMR vs EIX
+1,174.9%
+3,175.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.0% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | +4.8% | +8.8% | -4.0% | +2.3% |
| 3M | +7.5% | -10.9% | +18.4% | +9.3% |
| 6M | +20.9% | -10.3% | +31.1% | +22.1% |
| YTD | +29.2% | +5.8% | +23.3% | +24.1% |
| 1Y | +33.0% | +11.4% | +21.6% | +25.7% |
| 3Y | +109.8% | +11.1% | +98.7% | +94.5% |
| 5Y | +91.9% | +18.5% | +73.5% | +73.1% |
| 10Y | +301.5% | +32.2% | +269.3% | +239.7% |
| All | +4,350.5% | +1,174.9% | +3,175.6% | +1,748.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling