+119.5%
RF vs EIX
+10.6%
+109.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.9% | +1.4% | +0.6% | +1.7% |
| 30D | +7.3% | +8.5% | -1.2% | +5.5% |
| 3M | -7.9% | -13.5% | +5.5% | -5.7% |
| 6M | +10.5% | -12.4% | +22.9% | +12.3% |
| YTD | +9.6% | +5.9% | +3.7% | +4.3% |
| 1Y | +20.3% | +7.6% | +12.7% | +13.7% |
| 3Y | +119.5% | +12.8% | +106.8% | +81.9% |
| All | +119.5% | +10.6% | +109.0% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling