+1,150.0%
URI vs EIX
+17.2%
+1,132.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -2.0% | -19.1% | +17.1% | +4.2% |
| 30D | -12.9% | -16.9% | +4.0% | -8.8% |
| 3M | -6.7% | -20.0% | +13.3% | -1.4% |
| 6M | +19.0% | -21.3% | +40.3% | +26.5% |
| YTD | +25.5% | -1.7% | +27.2% | +21.1% |
| 1Y | +5.5% | +9.6% | -4.0% | -3.1% |
| 3Y | +111.3% | -3.7% | +115.0% | +99.2% |
| 5Y | +198.6% | +22.6% | +175.9% | +148.9% |
| All | +1,150.0% | +17.2% | +1,132.8% | +933.3% |
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 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