+119.9%
NDAQ vs EIX
+8.4%
+111.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +0.8% | +1.0% | -0.1% | +0.7% |
| 30D | +16.5% | +9.1% | +7.4% | +15.3% |
| 3M | +13.5% | -10.2% | +23.7% | +14.3% |
| 6M | +20.9% | -11.2% | +32.2% | +21.8% |
| YTD | +11.4% | +4.5% | +6.9% | +8.1% |
| 1Y | +25.9% | +10.9% | +15.0% | +20.6% |
| 3Y | +119.9% | +8.4% | +111.4% | +104.8% |
| All | +119.9% | +8.4% | +111.5% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling