+49.5%
EQT vs EIX
+21.5%
+28.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -1.2% | +0.8% | -2.0% | -1.5% |
| 30D | +1.1% | -18.8% | +19.9% | +5.9% |
| 3M | +4.8% | -19.7% | +24.5% | +9.9% |
| 6M | -10.6% | -18.2% | +7.7% | -7.0% |
| YTD | +3.4% | -1.7% | +5.2% | +1.1% |
| 1Y | +8.7% | +7.8% | +0.9% | +2.9% |
| 3Y | +35.0% | -5.6% | +40.6% | +30.5% |
| 5Y | +204.2% | +23.7% | +180.6% | +171.5% |
| All | +49.5% | +21.5% | +28.1% | +21.7% |
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 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