+1,514.2%
RF vs EIX
+1,083.9%
+430.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.3% | -19.1% | +20.4% | +6.5% |
| 30D | -3.6% | -16.9% | +13.3% | +0.3% |
| 3M | +8.1% | -20.0% | +28.1% | +13.5% |
| 6M | +11.5% | -21.3% | +32.8% | +17.5% |
| YTD | +15.6% | -1.7% | +17.3% | +13.5% |
| 1Y | +15.7% | +9.6% | +6.1% | +9.7% |
| 3Y | +86.9% | -3.7% | +90.6% | +81.7% |
| 5Y | +89.8% | +22.6% | +67.2% | +70.4% |
| 10Y | +344.7% | +17.7% | +327.0% | +295.5% |
| All | +1,514.2% | +1,083.9% | +430.2% | +805.4% |
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