+1,006.2%
TER vs EIX
+33.0%
+973.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.9% | +1.0% | -9.9% | -9.1% |
| 30D | -39.1% | +8.9% | -47.9% | -40.5% |
| 3M | -32.8% | -9.8% | -23.0% | -31.9% |
| 6M | -31.7% | -10.2% | -21.5% | -31.3% |
| YTD | +26.9% | +5.9% | +21.0% | +21.0% |
| 1Y | +33.6% | +10.9% | +22.7% | +25.3% |
| 3Y | +181.5% | +10.2% | +171.3% | +156.8% |
| 5Y | +76.1% | +17.0% | +59.1% | +55.8% |
| 10Y | +1,006.2% | +35.1% | +971.1% | +801.1% |
| All | +1,006.2% | +33.0% | +973.3% | +801.1% |
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