+1,872.1%
T vs EIX
+1,083.9%
+788.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.2% |
| 7D | -1.3% | -19.1% | +17.8% | +2.9% |
| 30D | +11.4% | -16.9% | +28.3% | +15.2% |
| 3M | +14.3% | -20.0% | +34.3% | +19.2% |
| 6M | -9.3% | -21.3% | +12.1% | -5.1% |
| YTD | +7.1% | -1.7% | +8.8% | +5.8% |
| 1Y | -9.1% | +9.6% | -18.7% | -12.8% |
| 3Y | +105.3% | -3.7% | +109.0% | +100.1% |
| 5Y | +66.8% | +22.6% | +44.2% | +51.9% |
| 10Y | +66.8% | +17.7% | +49.1% | +47.9% |
| All | +1,872.1% | +1,083.9% | +788.2% | +705.2% |
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 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