+891.0%
XLV vs EIX
+396.8%
+494.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | -1.4% | -18.8% | +17.4% | +1.4% |
| 3M | +8.9% | -19.7% | +28.5% | +12.0% |
| 6M | +9.1% | -18.2% | +27.3% | +11.8% |
| YTD | +7.9% | -1.7% | +9.7% | +6.9% |
| 1Y | +22.7% | +7.8% | +15.0% | +19.5% |
| 3Y | +31.9% | -5.6% | +37.5% | +29.9% |
| 5Y | +34.9% | +23.7% | +11.2% | +26.0% |
| 10Y | +173.9% | +21.4% | +152.4% | +149.9% |
| All | +891.0% | +396.8% | +494.2% | +645.4% |
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