+25.7%
NDAQ vs EIX
+8.9%
+16.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.3% | +1.4% | -0.1% | +1.2% |
| 30D | +18.0% | +8.5% | +9.4% | +17.8% |
| 3M | +11.5% | -13.5% | +25.0% | +11.4% |
| 6M | +21.1% | -12.4% | +33.4% | +22.2% |
| YTD | +12.8% | +5.9% | +6.9% | +11.9% |
| 1Y | +25.7% | +7.6% | +18.1% | +24.0% |
| All | +25.7% | +8.9% | +16.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling