+2,498.9%
MAR vs EIX
+380.0%
+2,119.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -4.2% | -19.1% | +14.9% | +0.3% |
| 30D | -6.7% | -16.9% | +10.2% | -3.2% |
| 3M | -12.5% | -20.0% | +7.5% | -8.4% |
| 6M | +0.6% | -21.3% | +21.9% | +5.6% |
| YTD | +9.1% | -1.7% | +10.8% | +7.7% |
| 1Y | +26.2% | +9.6% | +16.6% | +20.8% |
| 3Y | +68.2% | -3.7% | +71.8% | +63.6% |
| 5Y | +163.9% | +22.6% | +141.3% | +138.6% |
| 10Y | +420.6% | +17.7% | +402.9% | +358.9% |
| All | +2,498.9% | +380.0% | +2,119.0% | +1,548.6% |
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