+1,481.8%
QQQ vs EIX
+472.6%
+1,009.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +3.6% | +1.4% | +2.3% | +3.3% |
| 30D | -6.7% | +8.5% | -15.3% | -8.3% |
| 3M | -7.0% | -13.5% | +6.4% | -5.3% |
| 6M | -4.7% | -12.4% | +7.7% | -3.5% |
| YTD | +11.1% | +5.9% | +5.1% | +7.7% |
| 1Y | +12.3% | +7.6% | +4.7% | +8.5% |
| 3Y | +83.3% | +12.8% | +70.5% | +72.4% |
| 5Y | +77.5% | +19.2% | +58.3% | +64.2% |
| 10Y | +528.3% | +34.9% | +493.4% | +447.6% |
| All | +1,481.8% | +472.6% | +1,009.2% | +935.6% |
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