+272.5%
RF vs EIX
+29.5%
+243.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.6% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | +6.0% | +9.1% | -3.1% | +2.4% |
| 3M | -8.9% | -10.2% | +1.3% | -7.2% |
| 6M | +2.3% | -11.2% | +13.6% | +4.2% |
| YTD | +7.6% | +4.5% | +3.1% | +1.1% |
| 1Y | +21.2% | +10.9% | +10.3% | +10.8% |
| 3Y | +108.5% | +8.4% | +100.1% | +86.7% |
| 5Y | +43.2% | +18.0% | +25.3% | +21.0% |
| All | +272.5% | +29.5% | +243.0% | +217.5% |
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