+10.7%
O vs EIX
+18.0%
-7.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | +3.7% | +1.0% | +2.7% | +3.4% |
| 30D | +11.2% | +9.1% | +2.1% | +8.6% |
| 3M | -4.0% | -10.2% | +6.3% | -2.6% |
| 6M | -5.2% | -11.2% | +6.0% | -3.7% |
| YTD | +9.5% | +4.5% | +5.0% | +5.2% |
| 1Y | +10.6% | +10.9% | -0.3% | +4.2% |
| 3Y | +38.1% | +8.4% | +29.7% | +27.7% |
| All | +10.7% | +18.0% | -7.3% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling