-63.1%
W vs EIX
+22.8%
-85.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -4.2% | -19.1% | +14.9% | +3.9% |
| 30D | -7.6% | -16.9% | +9.3% | -1.5% |
| 3M | +37.2% | -20.0% | +57.2% | +48.7% |
| 6M | +26.3% | -21.3% | +47.6% | +37.4% |
| YTD | -1.0% | -1.7% | +0.7% | -7.7% |
| 1Y | +20.1% | +9.6% | +10.5% | +3.5% |
| 3Y | +37.8% | -3.7% | +41.5% | +23.9% |
| All | -63.1% | +22.8% | -85.9% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling