+195.6%
EQT vs EIX
+22.6%
+173.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | +4.8% | -19.7% | +24.5% | +10.5% |
| 6M | -10.6% | -18.2% | +7.7% | -6.8% |
| YTD | +3.4% | -1.7% | +5.2% | -0.5% |
| 1Y | +8.7% | +7.8% | +0.9% | +0.2% |
| 3Y | +35.0% | -5.6% | +40.6% | +26.3% |
| All | +195.6% | +22.6% | +173.0% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling