+125.7%
EEM vs EIX
+21.5%
+104.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +2.4% | -18.8% | +21.2% | +5.8% |
| 3M | +4.2% | -19.7% | +23.8% | +7.5% |
| 6M | +14.8% | -18.2% | +33.0% | +17.8% |
| YTD | +23.1% | -1.7% | +24.8% | +20.9% |
| 1Y | +32.5% | +7.8% | +24.8% | +27.1% |
| 3Y | +85.9% | -5.6% | +91.5% | +80.7% |
| 5Y | +43.6% | +23.7% | +19.9% | +28.6% |
| All | +125.7% | +21.5% | +104.2% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling