+213.5%
TER vs EIX
+15.0%
+198.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +4.3% |
| 7D | +11.0% | +0.9% | +10.1% | +10.9% |
| 30D | -1.9% | -13.5% | +11.7% | -1.1% |
| 3M | -0.7% | -15.3% | +14.6% | -0.5% |
| 6M | +36.4% | -15.3% | +51.7% | +35.9% |
| YTD | +92.4% | +2.7% | +89.7% | +103.3% |
| 1Y | +213.5% | +17.4% | +196.1% | +250.3% |
| All | +213.5% | +15.0% | +198.6% | +250.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling