+535.7%
ON vs EIX
+33.0%
+502.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +1.0% | -5.1% | -4.4% |
| 30D | -10.2% | +8.9% | -19.1% | -12.8% |
| 3M | -12.7% | -9.8% | -3.0% | -11.8% |
| 6M | -32.5% | -10.2% | -22.3% | -32.2% |
| YTD | +28.6% | +5.9% | +22.6% | +20.5% |
| 1Y | +43.4% | +10.9% | +32.5% | +31.7% |
| 3Y | +3.3% | +10.2% | -6.9% | -8.0% |
| 5Y | +22.5% | +17.0% | +5.5% | +4.8% |
| 10Y | +535.7% | +35.1% | +500.6% | +388.0% |
| All | +535.7% | +33.0% | +502.8% | +388.0% |
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 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