+151.8%
TER vs EIX
+8.4%
+143.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.9% |
| 7D | -20.5% | +1.0% | -21.5% | -20.6% |
| 30D | -47.0% | +9.1% | -56.1% | -47.7% |
| 3M | -43.3% | -10.2% | -33.0% | -42.7% |
| 6M | -42.9% | -11.2% | -31.7% | -42.7% |
| YTD | +12.9% | +4.5% | +8.4% | +9.0% |
| 1Y | +18.2% | +10.9% | +7.3% | +12.4% |
| 3Y | +151.8% | +8.4% | +143.4% | +114.1% |
| All | +151.8% | +8.4% | +143.4% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling