+58.8%
T vs EIX
+33.0%
+25.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | -1.1% | +8.9% | -9.9% | -3.3% |
| 3M | -7.7% | -9.8% | +2.0% | -6.6% |
| 6M | -10.6% | -10.2% | -0.4% | -9.6% |
| YTD | -7.5% | +5.9% | -13.4% | -11.1% |
| 1Y | -7.4% | +10.9% | -18.3% | -12.3% |
| 3Y | +63.1% | +10.2% | +52.9% | +51.3% |
| 5Y | +55.2% | +17.0% | +38.2% | +39.8% |
| 10Y | +58.8% | +35.1% | +23.7% | +26.9% |
| All | +58.8% | +33.0% | +25.8% | +26.9% |
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 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