+196.2%
W vs EIX
+70.8%
+125.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.3% |
| 7D | -3.6% | +1.0% | -4.6% | -3.9% |
| 30D | +7.0% | +9.1% | -2.2% | +3.0% |
| 3M | +7.4% | -10.2% | +17.6% | +10.2% |
| 6M | +69.3% | -11.2% | +80.5% | +73.8% |
| YTD | +11.3% | +4.5% | +6.8% | +3.7% |
| 1Y | +13.2% | +10.9% | +2.3% | +2.3% |
| 3Y | +142.0% | +8.4% | +133.6% | +117.3% |
| 5Y | -54.6% | +18.0% | -72.6% | -60.8% |
| 10Y | +243.7% | +30.3% | +213.4% | +162.1% |
| All | +196.2% | +70.8% | +125.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling