+376.0%
NDAQ vs EIX
+23.2%
+352.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -3.1% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | +0.5% | -13.5% | +14.0% | +3.1% |
| 3M | +9.9% | -15.3% | +25.2% | +13.2% |
| 6M | +8.2% | -15.3% | +23.5% | +11.1% |
| YTD | -1.5% | +2.7% | -4.2% | -5.1% |
| 1Y | +1.3% | +17.4% | -16.1% | -6.7% |
| 3Y | +92.6% | -1.3% | +93.9% | +83.3% |
| 5Y | +53.8% | +27.2% | +26.6% | +32.8% |
| 10Y | +376.0% | +22.7% | +353.2% | +289.4% |
| All | +376.0% | +23.2% | +352.8% | +289.4% |
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