+33.9%
TER vs EIX
+11.2%
+22.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.3% | +11.4% | +12.7% |
| 7D | -5.8% | +0.7% | -6.5% | -5.7% |
| 30D | -38.9% | +8.8% | -47.7% | -38.9% |
| 3M | -35.1% | -10.9% | -24.2% | -34.3% |
| 6M | -31.6% | -10.3% | -21.3% | -32.3% |
| YTD | +27.2% | +5.8% | +21.4% | +31.2% |
| All | +33.9% | +11.2% | +22.7% | +41.1% |
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 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