+779.7%
MSCI vs EIX
+30.9%
+748.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | +1.5% | +0.7% | +0.7% | +1.3% |
| 30D | +14.4% | +8.8% | +5.6% | +11.9% |
| 3M | +15.2% | -10.9% | +26.1% | +17.2% |
| 6M | +11.2% | -10.3% | +21.5% | +12.4% |
| YTD | +13.9% | +5.8% | +8.1% | +8.5% |
| 1Y | +12.5% | +11.4% | +1.1% | +5.4% |
| 3Y | +32.3% | +11.1% | +21.2% | +20.8% |
| 5Y | +4.9% | +18.5% | -13.6% | -7.0% |
| 10Y | +779.7% | +32.2% | +747.5% | +578.4% |
| All | +779.7% | +30.9% | +748.8% | +578.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling