+27.4%
MAR vs EIX
+11.1%
+16.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | -0.5% | +4.1% | -4.6% | -1.1% |
| 30D | -4.7% | -15.3% | +10.7% | -2.7% |
| 3M | -15.6% | -18.4% | +2.8% | -13.2% |
| 6M | +1.2% | -16.8% | +18.0% | +3.1% |
| YTD | +7.5% | -0.6% | +8.0% | +1.6% |
| All | +27.4% | +11.1% | +16.3% | +15.7% |
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