+5,387.7%
O vs EIX
+1,184.0%
+4,203.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.7% | -19.1% | +18.4% | +3.7% |
| 30D | -1.9% | -16.9% | +15.0% | +1.7% |
| 3M | +3.8% | -20.0% | +23.8% | +8.6% |
| 6M | -4.7% | -21.3% | +16.6% | 0.0% |
| YTD | +12.5% | -1.7% | +14.2% | +11.1% |
| 1Y | +10.8% | +9.6% | +1.3% | +6.1% |
| 3Y | +28.8% | -3.7% | +32.5% | +25.8% |
| 5Y | +13.2% | +22.6% | -9.4% | +3.1% |
| 10Y | +53.5% | +17.7% | +35.8% | +38.7% |
| All | +5,387.7% | +1,184.0% | +4,203.7% | +3,480.0% |
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