+1,407.5%
RF vs EIX
+1,190.5%
+217.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.8% |
| 7D | -1.6% | +2.5% | -4.2% | -2.3% |
| 30D | +5.0% | +14.1% | -9.0% | +1.0% |
| 3M | -10.0% | -9.4% | -0.6% | -8.8% |
| 6M | +3.3% | -9.1% | +12.4% | +4.2% |
| YTD | +7.9% | +7.1% | +0.8% | +3.1% |
| 1Y | +21.2% | +13.3% | +8.0% | +13.8% |
| 3Y | +105.8% | +10.9% | +94.9% | +91.5% |
| 5Y | +43.7% | +21.0% | +22.8% | +29.4% |
| 10Y | +289.4% | +33.6% | +255.8% | +233.8% |
| All | +1,407.5% | +1,190.5% | +217.0% | +723.0% |
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 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