+995.4%
TER vs EIX
+35.3%
+960.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +14.4% | +1.4% | +13.0% | +14.0% |
| 30D | -30.6% | +8.5% | -39.1% | -32.2% |
| 3M | -39.2% | -13.5% | -25.7% | -37.7% |
| 6M | -31.3% | -12.4% | -18.9% | -30.3% |
| YTD | +29.1% | +5.9% | +23.2% | +23.0% |
| 1Y | +47.4% | +7.6% | +39.8% | +39.6% |
| 3Y | +191.2% | +12.8% | +178.5% | +163.6% |
| 5Y | +74.0% | +19.2% | +54.8% | +53.1% |
| All | +995.4% | +35.3% | +960.1% | +790.5% |
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