+239.8%
RF vs EIX
+33.0%
+206.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.3% | +1.0% | -0.6% | 0.0% |
| 30D | +6.2% | +8.9% | -2.7% | +2.7% |
| 3M | -7.8% | -9.8% | +1.9% | -6.2% |
| 6M | +5.9% | -10.2% | +16.1% | +7.4% |
| YTD | +9.0% | +5.9% | +3.1% | +1.9% |
| 1Y | +19.3% | +10.9% | +8.4% | +9.0% |
| 3Y | +116.4% | +10.2% | +106.2% | +92.2% |
| 5Y | +46.0% | +17.0% | +29.0% | +23.8% |
| 10Y | +239.8% | +35.1% | +204.7% | +186.5% |
| All | +239.8% | +33.0% | +206.8% | +186.5% |
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