-38.4%
U vs EIX
+43.6%
-82.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -4.1% | -18.8% | +14.7% | -0.8% |
| 3M | +57.8% | -19.7% | +77.5% | +63.2% |
| 6M | +103.5% | -18.2% | +121.8% | +108.8% |
| YTD | -4.8% | -1.7% | -3.0% | -8.4% |
| 1Y | -2.4% | +7.8% | -10.1% | -9.4% |
| 3Y | +11.7% | -5.6% | +17.3% | +7.0% |
| 5Y | -68.9% | +23.7% | -92.5% | -70.7% |
| All | -38.4% | +43.6% | -82.1% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling