+854.3%
EEM vs EIX
+818.2%
+36.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | +2.3% | -19.1% | +21.4% | +10.0% |
| 30D | +4.5% | -16.9% | +21.4% | +10.6% |
| 3M | -0.1% | -20.0% | +19.9% | +6.9% |
| 6M | +16.9% | -21.3% | +38.3% | +25.7% |
| YTD | +26.2% | -1.7% | +27.9% | +21.4% |
| 1Y | +40.5% | +9.6% | +30.9% | +27.5% |
| 3Y | +86.2% | -3.7% | +89.9% | +71.7% |
| 5Y | +45.5% | +22.6% | +22.8% | +13.9% |
| 10Y | +128.6% | +17.7% | +111.0% | +57.6% |
| All | +854.3% | +818.2% | +36.1% | +160.7% |
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