+577.6%
XYZ vs EIX
+60.3%
+517.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.1% |
| 7D | +14.9% | +0.7% | +14.2% | +14.7% |
| 30D | +14.7% | +8.8% | +5.9% | +11.4% |
| 3M | +12.1% | -10.9% | +23.0% | +14.5% |
| 6M | +18.3% | -10.3% | +28.6% | +19.8% |
| YTD | +36.1% | +5.8% | +30.2% | +27.2% |
| 1Y | +35.3% | +11.4% | +23.9% | +23.6% |
| 3Y | +73.5% | +11.1% | +62.4% | +54.2% |
| 5Y | -61.6% | +18.5% | -80.1% | -66.6% |
| 10Y | +638.0% | +32.2% | +605.8% | +481.7% |
| All | +577.6% | +60.3% | +517.3% | +426.2% |
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