+634.6%
XYZ vs EIX
+33.0%
+601.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +12.6% | +1.0% | +11.6% | +12.3% |
| 30D | +10.8% | +8.9% | +1.9% | +7.5% |
| 3M | +8.4% | -9.8% | +18.1% | +10.2% |
| 6M | +14.3% | -10.2% | +24.5% | +15.7% |
| YTD | +31.5% | +5.9% | +25.5% | +22.5% |
| 1Y | +28.1% | +10.9% | +17.2% | +16.8% |
| 3Y | +66.2% | +10.2% | +56.0% | +47.4% |
| 5Y | -62.3% | +17.0% | -79.4% | -67.3% |
| 10Y | +634.6% | +35.1% | +599.5% | +478.1% |
| All | +634.6% | +33.0% | +601.6% | +478.1% |
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