+26.9%
NDAQ vs EIX
+11.3%
+15.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.8% |
| 30D | +17.5% | +8.9% | +8.6% | +17.3% |
| 3M | +15.4% | -9.8% | +25.2% | +15.6% |
| 6M | +24.6% | -10.2% | +34.8% | +26.1% |
| YTD | +14.4% | +5.9% | +8.5% | +13.3% |
| 1Y | +26.9% | +10.9% | +16.0% | +23.5% |
| All | +26.9% | +11.3% | +15.7% | +23.5% |
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