+428.8%
MAR vs EIX
+22.9%
+405.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.8% |
| 7D | -0.5% | +4.1% | -4.6% | -1.7% |
| 30D | -4.7% | -15.3% | +10.7% | -1.3% |
| 3M | -15.6% | -18.4% | +2.8% | -11.8% |
| 6M | +1.2% | -16.8% | +18.0% | +4.9% |
| YTD | +7.5% | -0.6% | +8.0% | +5.0% |
| 1Y | +26.6% | +10.7% | +16.0% | +19.4% |
| 3Y | +66.0% | -4.5% | +70.4% | +59.8% |
| 5Y | +154.1% | +24.0% | +130.1% | +121.0% |
| All | +428.8% | +22.9% | +405.8% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling