+422.3%
XLF vs EIX
+397.0%
+25.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | 0.0% | -19.1% | +19.1% | +4.9% |
| 30D | +0.2% | -16.9% | +17.1% | +4.1% |
| 3M | +11.7% | -20.0% | +31.7% | +17.1% |
| 6M | +13.8% | -21.3% | +35.1% | +19.6% |
| YTD | +7.0% | -1.7% | +8.7% | +4.9% |
| 1Y | +9.1% | +9.6% | -0.4% | +3.4% |
| 3Y | +75.6% | -3.7% | +79.3% | +69.7% |
| 5Y | +66.4% | +22.6% | +43.8% | +48.4% |
| 10Y | +250.3% | +17.7% | +232.6% | +204.5% |
| All | +422.3% | +397.0% | +25.3% | +216.4% |
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