+2,666.5%
NDAQ vs EIX
+708.9%
+1,957.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.5% |
| 30D | +17.5% | +8.9% | +8.6% | +14.0% |
| 3M | +15.4% | -9.8% | +25.2% | +17.4% |
| 6M | +24.6% | -10.2% | +34.8% | +26.3% |
| YTD | +14.4% | +5.9% | +8.5% | +8.1% |
| 1Y | +26.9% | +10.9% | +16.0% | +17.8% |
| 3Y | +119.8% | +10.2% | +109.6% | +98.4% |
| 5Y | +70.5% | +17.0% | +53.5% | +48.1% |
| 10Y | +475.8% | +35.1% | +440.7% | +338.5% |
| All | +2,666.5% | +708.9% | +1,957.6% | +1,256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling