+94.5%
QQQ vs EIX
+24.3%
+70.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | +1.0% | +4.1% | -3.1% | +0.3% |
| 30D | -0.6% | -15.3% | +14.7% | +1.3% |
| 3M | +1.3% | -18.4% | +19.7% | +3.8% |
| 6M | +18.1% | -16.8% | +35.0% | +20.2% |
| YTD | +16.9% | -0.6% | +17.4% | +13.5% |
| 1Y | +24.0% | +10.7% | +13.3% | +16.8% |
| 3Y | +95.6% | -4.5% | +100.1% | +85.0% |
| 5Y | +94.5% | +24.0% | +70.5% | +67.7% |
| All | +94.5% | +24.3% | +70.2% | +67.7% |
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