+152.6%
XRT vs EIX
+30.9%
+121.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +10.3% | +8.8% | +1.6% | +7.9% |
| 3M | +2.4% | -10.9% | +13.3% | +4.2% |
| 6M | +10.0% | -10.3% | +20.3% | +11.3% |
| YTD | +9.5% | +5.8% | +3.7% | +4.9% |
| 1Y | +17.2% | +11.4% | +5.8% | +10.4% |
| 3Y | +62.0% | +11.1% | +50.9% | +49.5% |
| 5Y | -2.1% | +18.5% | -20.6% | -12.4% |
| 10Y | +152.6% | +32.2% | +120.3% | +112.1% |
| All | +152.6% | +30.9% | +121.6% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling