+14.8%
W vs EIX
+15.0%
-0.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.5% |
| 7D | +6.5% | +0.9% | +5.6% | +6.4% |
| 30D | -6.2% | -13.5% | +7.3% | -4.8% |
| 3M | +48.9% | -15.3% | +64.1% | +52.1% |
| 6M | +31.2% | -15.3% | +46.5% | +34.8% |
| YTD | -0.4% | +2.7% | -3.2% | +0.4% |
| 1Y | +14.8% | +17.4% | -2.6% | +8.8% |
| All | +14.8% | +15.0% | -0.1% | +8.8% |
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