-68.9%
XYZ vs EIX
+22.8%
-91.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | -1.0% | -19.1% | +18.1% | +5.8% |
| 30D | -1.7% | -16.9% | +15.2% | +3.3% |
| 3M | +16.7% | -20.0% | +36.7% | +24.2% |
| 6M | +26.9% | -21.3% | +48.2% | +35.2% |
| YTD | +27.1% | -1.7% | +28.9% | +19.0% |
| 1Y | +9.3% | +9.6% | -0.3% | -4.7% |
| 3Y | +42.3% | -3.7% | +45.9% | +25.9% |
| All | -68.9% | +22.8% | -91.6% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling