+72.2%
F vs EIX
+33.0%
+39.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -0.2% | +1.0% | -1.2% | -0.6% |
| 30D | +0.9% | +8.9% | -8.0% | -2.2% |
| 3M | -11.3% | -9.8% | -1.5% | -10.1% |
| 6M | +2.0% | -10.2% | +12.2% | +3.1% |
| YTD | -3.2% | +5.9% | -9.1% | -9.1% |
| 1Y | -3.5% | +10.9% | -14.3% | -11.2% |
| 3Y | +48.1% | +10.2% | +37.9% | +33.2% |
| 5Y | -13.5% | +17.0% | -30.5% | -24.8% |
| 10Y | +72.2% | +35.1% | +37.1% | +34.8% |
| All | +72.2% | +33.0% | +39.2% | +34.8% |
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 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