+8,118.8%
EOG vs EIX
+1,170.2%
+6,948.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +4.6% | -2.5% | +7.1% | +5.3% |
| 30D | +2.9% | +7.7% | -4.8% | +0.6% |
| 3M | +8.0% | -12.9% | +20.8% | +10.2% |
| 6M | +17.0% | -12.7% | +29.7% | +19.0% |
| YTD | +51.1% | +5.5% | +45.6% | +44.9% |
| 1Y | +45.1% | +9.4% | +35.7% | +37.7% |
| 3Y | +39.4% | +9.7% | +29.8% | +29.1% |
| 5Y | +105.6% | +16.9% | +88.7% | +85.4% |
| 10Y | +133.5% | +34.3% | +99.2% | +98.6% |
| All | +8,118.8% | +1,170.2% | +6,948.6% | +4,175.3% |
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