+163.6%
W vs EIX
+60.7%
+102.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -4.2% | -19.1% | +14.9% | +3.3% |
| 30D | -7.6% | -16.9% | +9.3% | -1.8% |
| 3M | +37.2% | -20.0% | +57.2% | +48.0% |
| 6M | +26.3% | -21.3% | +47.6% | +36.7% |
| YTD | -1.0% | -1.7% | +0.7% | -5.2% |
| 1Y | +20.1% | +9.6% | +10.5% | +8.3% |
| 3Y | +37.8% | -3.7% | +41.5% | +30.5% |
| 5Y | -63.7% | +22.6% | -86.3% | -69.1% |
| 10Y | +156.3% | +17.7% | +138.6% | +103.2% |
| All | +163.6% | +60.7% | +102.9% | +49.4% |
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