+177.5%
MAR vs EIX
+18.4%
+159.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +2.9% | +1.0% | +1.9% | +2.6% |
| 30D | +17.0% | +8.9% | +8.2% | +14.7% |
| 3M | +23.2% | -9.8% | +32.9% | +24.9% |
| 6M | +21.7% | -10.2% | +31.9% | +23.2% |
| YTD | +38.9% | +5.9% | +32.9% | +33.4% |
| 1Y | +48.7% | +10.9% | +37.8% | +40.9% |
| 3Y | +122.9% | +10.2% | +112.7% | +102.5% |
| 5Y | +177.5% | +17.0% | +160.4% | +138.5% |
| All | +177.5% | +18.4% | +159.1% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling