+615.0%
F vs EIX
+1,083.9%
-468.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | +5.3% | -19.1% | +24.4% | +10.1% |
| 30D | +4.6% | -16.9% | +21.5% | +8.3% |
| 3M | -3.7% | -20.0% | +16.3% | +0.6% |
| 6M | +16.8% | -21.3% | +38.1% | +22.4% |
| YTD | +15.3% | -1.7% | +17.0% | +13.4% |
| 1Y | +31.0% | +9.6% | +21.4% | +24.9% |
| 3Y | +45.4% | -3.7% | +49.1% | +42.1% |
| 5Y | +54.7% | +22.6% | +32.0% | +41.4% |
| 10Y | +98.2% | +17.7% | +80.5% | +77.8% |
| All | +615.0% | +1,083.9% | -468.9% | +226.3% |
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 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