+15.0%
EEM vs EIX
+18.9%
-3.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.3% | +0.8% |
| 7D | -3.0% | +4.5% | -7.5% | -3.1% |
| 30D | -10.3% | +15.2% | -25.6% | -10.6% |
| 3M | -6.6% | -11.6% | +5.0% | -6.7% |
| 6M | -3.4% | -8.4% | +5.0% | -4.7% |
| YTD | +13.2% | +8.2% | +5.0% | +10.4% |
| 1Y | +15.0% | +16.6% | -1.6% | +10.8% |
| All | +15.0% | +18.9% | -3.9% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling