+4,285.9%
EMR vs EIX
+1,170.2%
+3,115.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.0% | -2.5% | +0.6% | -1.3% |
| 30D | +2.8% | +7.7% | -4.9% | +0.7% |
| 3M | +2.0% | -12.9% | +14.8% | +4.4% |
| 6M | +20.7% | -12.7% | +33.4% | +23.0% |
| YTD | +27.3% | +5.5% | +21.8% | +22.4% |
| 1Y | +31.0% | +9.4% | +21.6% | +24.5% |
| 3Y | +103.6% | +9.7% | +93.9% | +89.4% |
| 5Y | +88.6% | +16.9% | +71.6% | +70.7% |
| 10Y | +280.6% | +34.3% | +246.4% | +220.8% |
| All | +4,285.9% | +1,170.2% | +3,115.7% | +1,723.7% |
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 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