+3.9%
W vs EIX
+11.2%
-7.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.5% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +10.5% | +8.8% | +1.8% | +10.1% |
| 3M | +9.6% | -10.9% | +20.6% | +10.9% |
| 6M | +76.4% | -10.3% | +86.7% | +82.2% |
| YTD | +16.4% | +5.8% | +10.6% | +15.9% |
| All | +3.9% | +11.2% | -7.3% | +0.6% |
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