+57.4%
MAR vs EIX
+18.9%
+38.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.6% |
| 7D | +7.7% | +4.5% | +3.2% | +7.1% |
| 30D | +19.4% | +15.2% | +4.2% | +17.3% |
| 3M | +23.3% | -11.6% | +34.9% | +25.7% |
| 6M | +22.8% | -8.4% | +31.2% | +23.5% |
| YTD | +37.8% | +8.2% | +29.6% | +27.2% |
| 1Y | +57.4% | +16.6% | +40.8% | +40.8% |
| All | +57.4% | +18.9% | +38.4% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling