+118.4%
EOG vs EIX
+22.9%
+95.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.2% |
| 7D | -1.3% | +4.1% | -5.4% | -2.7% |
| 30D | +3.4% | -15.3% | +18.7% | +7.2% |
| 3M | +7.8% | -18.4% | +26.3% | +13.1% |
| 6M | +13.4% | -16.8% | +30.2% | +17.4% |
| YTD | +43.5% | -0.6% | +44.0% | +38.3% |
| 1Y | +29.7% | +10.7% | +19.0% | +19.5% |
| 3Y | +23.2% | -4.5% | +27.7% | +16.2% |
| 5Y | +176.4% | +24.0% | +152.4% | +128.2% |
| All | +118.4% | +22.9% | +95.4% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling