-22.7%
U vs EIX
+54.8%
-77.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +27.6% | +8.5% | +19.0% | +25.4% |
| 3M | +15.3% | -13.5% | +28.8% | +17.7% |
| 6M | +96.4% | -12.4% | +108.7% | +99.1% |
| YTD | +19.6% | +5.9% | +13.7% | +13.1% |
| 1Y | +42.1% | +7.6% | +34.5% | +33.5% |
| 3Y | +87.5% | +12.8% | +74.8% | +70.3% |
| 5Y | -73.1% | +19.2% | -92.4% | -75.7% |
| All | -22.7% | +54.8% | -77.5% | -32.0% |
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