+71.5%
T vs EIX
+23.9%
+47.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | +7.6% | -13.5% | +21.1% | +10.4% |
| 3M | +15.3% | -15.3% | +30.6% | +18.9% |
| 6M | -8.5% | -15.3% | +6.9% | -5.8% |
| YTD | +6.8% | +2.7% | +4.0% | +3.6% |
| 1Y | -7.2% | +17.4% | -24.7% | -13.7% |
| 3Y | +108.2% | -1.3% | +109.6% | +100.1% |
| 5Y | +66.1% | +27.2% | +38.9% | +45.6% |
| All | +71.5% | +23.9% | +47.6% | +39.1% |
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