+209.8%
RF vs EIX
+34.9%
+174.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.4% | -1.5% | +1.8% | +0.9% |
| 30D | +5.6% | +8.1% | -2.6% | +2.3% |
| 3M | -8.9% | -12.1% | +3.3% | -6.2% |
| 6M | +7.1% | -13.4% | +20.5% | +10.4% |
| YTD | +8.3% | +5.6% | +2.7% | +1.3% |
| 1Y | +16.8% | +7.8% | +9.0% | +8.1% |
| 3Y | +115.0% | +9.8% | +105.2% | +91.1% |
| 5Y | +46.4% | +18.8% | +27.6% | +23.1% |
| All | +209.8% | +34.9% | +174.9% | +158.0% |
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