+53.9%
F vs EIX
+22.8%
+31.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | +5.3% | -19.1% | +24.4% | +11.6% |
| 30D | +4.6% | -16.9% | +21.5% | +9.1% |
| 3M | -3.7% | -20.0% | +16.3% | +1.6% |
| 6M | +16.8% | -21.3% | +38.1% | +23.9% |
| YTD | +15.3% | -1.7% | +17.0% | +10.2% |
| 1Y | +31.0% | +9.6% | +21.4% | +18.9% |
| 3Y | +45.4% | -3.7% | +49.1% | +35.0% |
| All | +53.9% | +22.8% | +31.2% | +27.0% |
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