+73.6%
XLF vs EIX
-4.8%
+78.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | -1.0% | +4.1% | -5.1% | -1.7% |
| 30D | -1.3% | -15.3% | +14.0% | +0.5% |
| 3M | +9.1% | -18.4% | +27.6% | +11.8% |
| 6M | +14.4% | -16.8% | +31.2% | +16.4% |
| YTD | +5.1% | -0.6% | +5.6% | +2.1% |
| 1Y | +8.6% | +10.7% | -2.0% | +2.6% |
| All | +73.6% | -4.8% | +78.4% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling