+3,207.6%
MAR vs EIX
+417.3%
+2,790.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.5% |
| 3M | +23.2% | -9.8% | +32.9% | +24.8% |
| 6M | +21.7% | -10.2% | +31.9% | +23.2% |
| YTD | +38.9% | +5.9% | +32.9% | +34.1% |
| 1Y | +48.7% | +10.9% | +37.8% | +41.8% |
| 3Y | +122.9% | +10.2% | +112.7% | +109.0% |
| 5Y | +177.5% | +17.0% | +160.4% | +153.9% |
| 10Y | +537.5% | +35.1% | +502.5% | +441.6% |
| All | +3,207.6% | +417.3% | +2,790.2% | +1,953.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling