+208.9%
W vs EIX
+34.9%
+174.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.7% | -1.5% | -0.2% | -1.0% |
| 30D | +3.2% | +8.1% | -4.9% | -0.3% |
| 3M | +8.3% | -12.1% | +20.4% | +12.5% |
| 6M | +84.3% | -13.4% | +97.7% | +92.0% |
| YTD | +11.0% | +5.6% | +5.5% | +2.5% |
| 1Y | -0.2% | +7.8% | -8.1% | -9.0% |
| 3Y | +157.9% | +9.8% | +148.1% | +128.4% |
| 5Y | -56.8% | +18.8% | -75.6% | -63.2% |
| All | +208.9% | +34.9% | +174.0% | +147.0% |
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