+8,630.0%
TER vs EIX
+1,158.5%
+7,471.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.3% |
| 7D | -20.5% | +1.0% | -21.5% | -20.8% |
| 30D | -47.0% | +9.1% | -56.1% | -48.5% |
| 3M | -43.3% | -10.2% | -33.0% | -42.5% |
| 6M | -42.9% | -11.2% | -31.7% | -42.3% |
| YTD | +12.9% | +4.5% | +8.4% | +8.2% |
| 1Y | +18.2% | +10.9% | +7.3% | +11.0% |
| 3Y | +151.8% | +8.4% | +143.4% | +133.2% |
| 5Y | +54.2% | +18.0% | +36.3% | +38.1% |
| 10Y | +908.2% | +30.3% | +877.9% | +731.7% |
| All | +8,630.0% | +1,158.5% | +7,471.4% | +3,587.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling