-13.5%
F vs EIX
+16.9%
-30.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | +3.3% | +7.7% | -4.4% | +0.8% |
| 3M | -11.3% | -12.9% | +1.5% | -8.9% |
| 6M | +5.3% | -12.7% | +18.0% | +7.5% |
| YTD | -2.2% | +5.5% | -7.7% | -8.9% |
| 1Y | -3.5% | +9.4% | -12.9% | -11.8% |
| 3Y | +49.5% | +9.7% | +39.8% | +30.5% |
| 5Y | -13.5% | +16.9% | -30.4% | -30.3% |
| All | -13.5% | +16.9% | -30.5% | -30.3% |
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