+202.8%
TER vs EIX
+22.8%
+180.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +0.6% | -19.1% | +19.7% | +5.1% |
| 30D | -8.3% | -16.9% | +8.6% | -5.1% |
| 3M | -12.2% | -20.0% | +7.8% | -8.9% |
| 6M | +17.1% | -21.3% | +38.4% | +22.1% |
| YTD | +84.7% | -1.7% | +86.4% | +78.7% |
| 1Y | +199.9% | +9.6% | +190.4% | +178.1% |
| 3Y | +232.8% | -3.7% | +236.4% | +206.3% |
| All | +202.8% | +22.8% | +180.1% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling