+55.3%
O vs EIX
+19.9%
+35.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.3% |
| 7D | -2.3% | +4.1% | -6.3% | -3.8% |
| 30D | -2.4% | -15.3% | +12.9% | +1.8% |
| 3M | -0.6% | -18.4% | +17.9% | +5.2% |
| 6M | -5.0% | -16.8% | +11.8% | -0.5% |
| YTD | +10.4% | -0.6% | +10.9% | +6.9% |
| 1Y | +6.6% | +10.7% | -4.1% | -1.8% |
| 3Y | +28.4% | -4.5% | +32.9% | +22.5% |
| 5Y | +15.3% | +24.0% | -8.8% | -4.6% |
| 10Y | +55.3% | +22.9% | +32.4% | +13.1% |
| All | +55.3% | +19.9% | +35.4% | +13.1% |
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