-68.4%
U vs EIX
+18.0%
-86.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +6.1% |
| 7D | +36.6% | +1.0% | +35.6% | +36.2% |
| 30D | +13.3% | +9.1% | +4.2% | +10.8% |
| 3M | +26.2% | -10.2% | +36.4% | +28.0% |
| 6M | +88.7% | -11.2% | +100.0% | +90.8% |
| YTD | +16.6% | +4.5% | +12.1% | +8.5% |
| 1Y | +29.0% | +10.9% | +18.1% | +16.4% |
| 3Y | +99.5% | +8.4% | +91.1% | +74.3% |
| All | -68.4% | +18.0% | -86.4% | -72.7% |
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 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