+54.1%
T vs EIX
+30.9%
+23.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -1.7% | +8.8% | -10.5% | -3.9% |
| 3M | -7.3% | -10.9% | +3.6% | -5.8% |
| 6M | -11.2% | -10.3% | -0.9% | -10.1% |
| YTD | -8.1% | +5.8% | -13.9% | -11.7% |
| 1Y | -8.0% | +11.4% | -19.4% | -13.0% |
| 3Y | +62.1% | +11.1% | +51.1% | +50.1% |
| 5Y | +55.7% | +18.5% | +37.2% | +39.7% |
| 10Y | +54.1% | +32.2% | +21.9% | +23.2% |
| All | +54.1% | +30.9% | +23.2% | +23.2% |
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