+13,447.0%
GOOG vs EIX
+375.1%
+13,071.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.3% |
| 7D | +1.1% | +0.9% | +0.2% | +0.7% |
| 30D | -5.1% | -13.5% | +8.5% | -2.3% |
| 3M | -7.1% | -15.3% | +8.2% | -4.3% |
| 6M | +12.7% | -15.3% | +28.0% | +15.7% |
| YTD | +7.1% | +2.7% | +4.4% | +3.0% |
| 1Y | +43.6% | +17.4% | +26.2% | +31.7% |
| 3Y | +146.8% | -1.3% | +148.1% | +132.5% |
| 5Y | +133.7% | +27.2% | +106.5% | +98.7% |
| 10Y | +773.3% | +22.7% | +750.6% | +598.7% |
| All | +13,447.0% | +375.1% | +13,071.8% | +5,371.0% |
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 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