+16.7%
U vs EIX
+11.3%
+5.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +24.4% | +1.0% | +23.4% | +24.6% |
| 30D | +7.4% | +8.9% | -1.5% | +9.2% |
| 3M | +16.8% | -9.8% | +26.6% | +16.3% |
| 6M | +78.8% | -10.2% | +89.0% | +84.6% |
| YTD | +14.0% | +5.9% | +8.0% | +45.6% |
| 1Y | +16.7% | +10.9% | +5.8% | +59.1% |
| All | +16.7% | +11.3% | +5.5% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling