+41.2%
USB vs EIX
+22.8%
+18.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.4% | -19.1% | +20.5% | +6.6% |
| 30D | -1.3% | -16.9% | +15.6% | +2.5% |
| 3M | +15.2% | -20.0% | +35.2% | +21.0% |
| 6M | +18.8% | -21.3% | +40.1% | +25.2% |
| YTD | +21.0% | -1.7% | +22.7% | +17.0% |
| 1Y | +34.0% | +9.6% | +24.5% | +24.0% |
| 3Y | +95.3% | -3.7% | +99.0% | +84.9% |
| All | +41.2% | +22.8% | +18.4% | +22.4% |
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