-69.4%
U vs EIX
+22.8%
-92.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -3.8% | -19.1% | +15.3% | +0.4% |
| 30D | +17.5% | -16.9% | +34.4% | +21.5% |
| 3M | +38.7% | -20.0% | +58.7% | +44.6% |
| 6M | +104.4% | -21.3% | +125.7% | +113.1% |
| YTD | -5.7% | -1.7% | -4.0% | -10.4% |
| 1Y | +3.7% | +9.6% | -5.9% | -6.7% |
| 3Y | +12.3% | -3.7% | +16.0% | +4.2% |
| All | -69.4% | +22.8% | -92.2% | -71.3% |
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