+65.6%
MAR vs EIX
-1.6%
+67.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -3.1% |
| 7D | -1.7% | +0.9% | -2.6% | -1.9% |
| 30D | -6.9% | -13.5% | +6.6% | -4.9% |
| 3M | -15.8% | -15.3% | -0.6% | -13.8% |
| 6M | +1.9% | -15.3% | +17.3% | +4.3% |
| YTD | +6.6% | +2.7% | +3.9% | +4.0% |
| 1Y | +23.7% | +17.4% | +6.2% | +17.0% |
| All | +65.6% | -1.6% | +67.2% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling