+3,912.1%
EMR vs EIX
+1,083.9%
+2,828.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -1.5% | -19.1% | +17.6% | +3.3% |
| 30D | -5.6% | -16.9% | +11.3% | -1.9% |
| 3M | +7.9% | -20.0% | +27.9% | +13.0% |
| 6M | +6.0% | -21.3% | +27.3% | +11.4% |
| YTD | +16.4% | -1.7% | +18.2% | +14.4% |
| 1Y | +16.6% | +9.6% | +7.1% | +10.7% |
| 3Y | +62.9% | -3.7% | +66.5% | +57.5% |
| 5Y | +60.1% | +22.6% | +37.5% | +43.0% |
| 10Y | +268.8% | +17.7% | +251.1% | +222.6% |
| All | +3,912.1% | +1,083.9% | +2,828.1% | +1,604.4% |
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