+1,570.9%
QQQ vs EIX
+431.4%
+1,139.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +0.4% | -19.1% | +19.4% | +3.8% |
| 30D | +0.2% | -16.9% | +17.1% | +3.0% |
| 3M | -2.8% | -20.0% | +17.2% | +0.4% |
| 6M | +18.0% | -21.3% | +39.3% | +22.1% |
| YTD | +17.3% | -1.7% | +19.0% | +15.6% |
| 1Y | +25.6% | +9.6% | +16.0% | +20.7% |
| 3Y | +93.7% | -3.7% | +97.4% | +88.4% |
| 5Y | +94.2% | +22.6% | +71.5% | +78.6% |
| 10Y | +557.9% | +17.7% | +540.2% | +489.6% |
| All | +1,570.9% | +431.4% | +1,139.6% | +1,011.8% |
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