+40.9%
XYZ vs EIX
-3.3%
+44.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -1.0% | -19.1% | +18.1% | +2.8% |
| 30D | -1.7% | -16.9% | +15.2% | +1.1% |
| 3M | +16.7% | -20.0% | +36.7% | +20.9% |
| 6M | +26.9% | -21.3% | +48.2% | +31.6% |
| YTD | +27.1% | -1.7% | +28.9% | +21.8% |
| 1Y | +9.3% | +9.6% | -0.3% | 0.0% |
| All | +40.9% | -3.3% | +44.2% | +18.3% |
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