+141.5%
W vs EIX
+23.2%
+118.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -1.5% |
| 7D | +6.5% | +0.9% | +5.6% | +5.8% |
| 30D | -6.2% | -13.5% | +7.3% | -2.1% |
| 3M | +48.9% | -15.3% | +64.1% | +56.8% |
| 6M | +31.2% | -15.3% | +46.5% | +37.4% |
| YTD | -0.4% | +2.7% | -3.2% | -7.0% |
| 1Y | +14.8% | +17.4% | -2.6% | -0.6% |
| 3Y | +40.5% | -1.3% | +41.8% | +31.1% |
| 5Y | -62.1% | +27.2% | -89.3% | -68.8% |
| 10Y | +141.5% | +22.7% | +118.8% | +88.2% |
| All | +141.5% | +23.2% | +118.4% | +88.2% |
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