+11,908.8%
GOOGL vs EIX
+388.3%
+11,520.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +5.7% | -1.5% | +7.2% | +6.2% |
| 30D | -15.6% | +8.1% | -23.7% | -17.6% |
| 3M | -13.0% | -12.1% | -0.9% | -11.0% |
| 6M | -22.8% | -13.4% | -9.4% | -21.2% |
| YTD | -4.4% | +5.6% | -10.0% | -9.0% |
| 1Y | +4.5% | +7.8% | -3.4% | -1.4% |
| 3Y | +127.4% | +9.8% | +117.6% | +106.2% |
| 5Y | +102.8% | +18.8% | +84.0% | +76.6% |
| 10Y | +681.5% | +34.4% | +647.0% | +501.0% |
| All | +11,908.8% | +388.3% | +11,520.5% | +4,690.9% |
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