+35.8%
EQT vs EIX
-5.9%
+41.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | +1.1% | -18.8% | +19.9% | +4.0% |
| 3M | +4.8% | -19.7% | +24.5% | +8.0% |
| 6M | -10.6% | -18.2% | +7.7% | -8.4% |
| YTD | +3.4% | -1.7% | +5.2% | +1.2% |
| 1Y | +8.7% | +7.8% | +0.9% | +3.8% |
| All | +35.8% | -5.9% | +41.7% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling