+5,286.6%
O vs EIX
+1,284.0%
+4,002.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +3.5% | +1.0% | +2.6% | +3.3% |
| 30D | +10.4% | +8.9% | +1.6% | +8.0% |
| 3M | -2.4% | -9.8% | +7.4% | -1.2% |
| 6M | -1.2% | -10.2% | +9.0% | +0.1% |
| YTD | +10.4% | +5.9% | +4.5% | +6.8% |
| 1Y | +11.4% | +10.9% | +0.5% | +6.5% |
| 3Y | +40.4% | +10.2% | +30.2% | +32.3% |
| 5Y | +12.1% | +17.0% | -4.9% | +3.3% |
| 10Y | +82.7% | +35.1% | +47.6% | +59.4% |
| All | +5,286.6% | +1,284.0% | +4,002.6% | +3,341.6% |
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