+79.8%
F vs EIX
+29.5%
+50.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +2.6% | +9.1% | -6.5% | -0.6% |
| 3M | -8.8% | -10.2% | +1.4% | -7.4% |
| 6M | +4.6% | -11.2% | +15.9% | +6.2% |
| YTD | -1.9% | +4.5% | -6.4% | -7.4% |
| 1Y | -0.8% | +10.9% | -11.6% | -8.8% |
| 3Y | +43.5% | +8.4% | +35.1% | +29.9% |
| 5Y | -12.1% | +18.0% | -30.0% | -23.7% |
| All | +79.8% | +29.5% | +50.4% | +43.6% |
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