+816.1%
XLB vs EIX
+428.3%
+387.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | +6.1% | +9.1% | -3.1% | +3.7% |
| 3M | 0.0% | -10.2% | +10.3% | +1.3% |
| 6M | 0.0% | -11.2% | +11.2% | +1.4% |
| YTD | +16.0% | +4.5% | +11.5% | +12.5% |
| 1Y | +24.7% | +10.9% | +13.9% | +19.0% |
| 3Y | +40.4% | +8.4% | +31.9% | +32.3% |
| 5Y | +30.7% | +18.0% | +12.7% | +19.8% |
| 10Y | +173.3% | +30.3% | +143.0% | +136.1% |
| All | +816.1% | +428.3% | +387.8% | +455.3% |
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