+3,179.7%
MAR vs EIX
+415.5%
+2,764.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +1.8% | -1.5% | +3.2% | +2.2% |
| 30D | +14.3% | +8.1% | +6.2% | +12.0% |
| 3M | +20.0% | -12.1% | +32.1% | +22.5% |
| 6M | +21.7% | -13.4% | +35.2% | +24.4% |
| YTD | +37.7% | +5.6% | +32.1% | +33.1% |
| 1Y | +46.8% | +7.8% | +39.0% | +41.1% |
| 3Y | +121.0% | +9.8% | +111.2% | +107.4% |
| 5Y | +183.1% | +18.8% | +164.2% | +157.9% |
| 10Y | +532.4% | +34.4% | +498.0% | +437.9% |
| All | +3,179.7% | +415.5% | +2,764.2% | +1,938.0% |
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