+136.0%
GOOG vs EIX
+20.9%
+115.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | -2.0% | -19.3% | +17.4% | +0.6% |
| 3M | -5.9% | -21.7% | +15.8% | -3.4% |
| 6M | +8.9% | -19.8% | +28.7% | +11.1% |
| YTD | +7.1% | -3.0% | +10.2% | +4.8% |
| 1Y | +39.7% | +5.1% | +34.6% | +33.9% |
| 3Y | +145.8% | -7.0% | +152.8% | +135.5% |
| All | +136.0% | +20.9% | +115.1% | +106.3% |
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