+1,135.8%
URI vs EIX
+35.3%
+1,100.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +6.7% | +1.4% | +5.4% | +6.2% |
| 30D | +8.9% | +8.5% | +0.3% | +5.6% |
| 3M | +0.5% | -13.5% | +14.0% | +3.7% |
| 6M | +20.7% | -12.4% | +33.0% | +22.8% |
| YTD | +40.0% | +5.9% | +34.1% | +30.9% |
| 1Y | +34.4% | +7.6% | +26.8% | +24.7% |
| 3Y | +149.5% | +12.8% | +136.7% | +119.5% |
| 5Y | +205.6% | +19.2% | +186.3% | +158.5% |
| All | +1,135.8% | +35.3% | +1,100.5% | +936.8% |
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