+131.2%
EXPE vs EIX
+11.2%
+119.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -13.3% | +0.7% | -14.0% | -13.3% |
| 30D | -5.5% | +8.8% | -14.2% | -6.5% |
| 3M | -16.5% | -10.9% | -5.5% | -15.1% |
| 6M | +13.1% | -10.3% | +23.4% | +14.4% |
| YTD | -8.0% | +5.8% | -13.8% | -12.1% |
| 1Y | +1.1% | +11.4% | -10.3% | -5.0% |
| 3Y | +131.2% | +11.1% | +120.1% | +107.8% |
| All | +131.2% | +11.2% | +119.9% | +107.8% |
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