+67.6%
UBER vs EIX
+42.7%
+25.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +0.6% | +8.5% | -8.0% | -2.0% |
| 3M | -8.2% | -13.5% | +5.3% | -5.2% |
| 6M | -6.7% | -12.4% | +5.6% | -4.5% |
| YTD | -14.7% | +5.9% | -20.6% | -18.9% |
| 1Y | -24.1% | +7.6% | -31.7% | -28.4% |
| 3Y | +33.4% | +12.8% | +20.6% | +17.9% |
| 5Y | +54.5% | +19.2% | +35.2% | +30.1% |
| All | +67.6% | +42.7% | +25.0% | +25.8% |
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