+5.1%
W vs EIX
+8.9%
-3.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +6.8% | +8.5% | -1.7% | +6.4% |
| 3M | +10.7% | -13.5% | +24.1% | +11.6% |
| 6M | +86.3% | -12.4% | +98.7% | +90.9% |
| YTD | +11.5% | +5.9% | +5.6% | +10.8% |
| 1Y | +5.1% | +7.6% | -2.5% | +3.3% |
| All | +5.1% | +8.9% | -3.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling