+512.8%
F vs EIX
+1,190.5%
-677.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +1.4% | +2.5% | -1.2% | +0.7% |
| 30D | +2.0% | +14.1% | -12.0% | -1.5% |
| 3M | -10.4% | -9.4% | -0.9% | -9.4% |
| 6M | +9.7% | -9.1% | +18.8% | +10.4% |
| YTD | -1.2% | +7.1% | -8.3% | -5.1% |
| 1Y | 0.0% | +13.3% | -13.2% | -5.5% |
| 3Y | +41.1% | +10.9% | +30.2% | +32.6% |
| 5Y | -11.4% | +21.0% | -32.4% | -18.8% |
| 10Y | +85.0% | +33.6% | +51.4% | +60.4% |
| All | +512.8% | +1,190.5% | -677.8% | +172.9% |
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