+507.9%
F vs EIX
+1,176.1%
-668.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.0% | +1.0% | 0.0% | +0.7% |
| 30D | +2.1% | +8.9% | -6.7% | -0.2% |
| 3M | -10.3% | -9.8% | -0.5% | -9.2% |
| 6M | +3.3% | -10.2% | +13.5% | +4.3% |
| YTD | -2.0% | +5.9% | -7.9% | -5.6% |
| 1Y | -2.3% | +10.9% | -13.2% | -7.1% |
| 3Y | +49.9% | +10.2% | +39.7% | +41.0% |
| 5Y | -12.5% | +17.0% | -29.5% | -19.1% |
| 10Y | +74.3% | +35.1% | +39.2% | +50.9% |
| All | +507.9% | +1,176.1% | -668.3% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling