+533.2%
XYZ vs EIX
+48.8%
+484.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | -1.0% | -19.1% | +18.1% | +5.2% |
| 30D | -1.7% | -16.9% | +15.2% | +3.0% |
| 3M | +16.7% | -20.0% | +36.7% | +23.7% |
| 6M | +26.9% | -21.3% | +48.2% | +34.7% |
| YTD | +27.1% | -1.7% | +28.9% | +22.1% |
| 1Y | +9.3% | +9.6% | -0.3% | -0.3% |
| 3Y | +42.3% | -3.7% | +45.9% | +33.9% |
| 5Y | -69.3% | +22.6% | -91.9% | -73.6% |
| 10Y | +586.8% | +17.7% | +569.1% | +456.4% |
| All | +533.2% | +48.8% | +484.4% | +405.2% |
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