+761.8%
EEM vs EIX
+885.1%
-123.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +0.7% | -2.5% | +3.2% | +1.8% |
| 30D | -6.2% | +7.7% | -13.9% | -9.3% |
| 3M | -5.2% | -12.9% | +7.7% | -2.0% |
| 6M | -8.1% | -12.7% | +4.5% | -6.0% |
| YTD | +14.0% | +5.5% | +8.5% | +5.9% |
| 1Y | +13.8% | +9.4% | +4.5% | +3.7% |
| 3Y | +73.7% | +9.7% | +64.0% | +50.4% |
| 5Y | +34.6% | +16.9% | +17.6% | +8.9% |
| 10Y | +123.6% | +34.3% | +89.3% | +42.3% |
| All | +761.8% | +885.1% | -123.3% | +127.5% |
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