+203.4%
URI vs EIX
+22.8%
+180.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -2.0% | -19.1% | +17.1% | +3.0% |
| 30D | -12.9% | -16.9% | +4.0% | -9.7% |
| 3M | -6.7% | -20.0% | +13.3% | -2.5% |
| 6M | +19.0% | -21.3% | +40.3% | +25.0% |
| YTD | +25.5% | -1.7% | +27.2% | +20.4% |
| 1Y | +5.5% | +9.6% | -4.0% | -3.2% |
| 3Y | +111.3% | -3.7% | +115.0% | +97.0% |
| All | +203.4% | +22.8% | +180.6% | +154.4% |
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