+59.6%
T vs EIX
+8.4%
+51.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | -10.6% | +9.1% | -19.7% | -11.8% |
| 3M | -7.7% | -10.2% | +2.5% | -6.9% |
| 6M | -13.3% | -11.2% | -2.1% | -12.4% |
| YTD | -8.8% | +4.5% | -13.3% | -10.8% |
| 1Y | -8.4% | +10.9% | -19.3% | -11.5% |
| 3Y | +59.6% | +8.4% | +51.2% | +55.6% |
| All | +59.6% | +8.4% | +51.3% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling