+746.2%
EEM vs EIX
+889.3%
-143.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.7% | +1.4% | +1.3% | +2.1% |
| 30D | -5.4% | +8.5% | -13.9% | -8.9% |
| 3M | -8.6% | -13.5% | +4.8% | -5.2% |
| 6M | -8.9% | -12.4% | +3.5% | -6.9% |
| YTD | +11.9% | +5.9% | +6.0% | +3.8% |
| 1Y | +13.1% | +7.6% | +5.5% | +3.9% |
| 3Y | +70.7% | +12.8% | +57.9% | +45.7% |
| 5Y | +31.8% | +19.2% | +12.5% | +5.6% |
| 10Y | +119.5% | +34.9% | +84.7% | +39.4% |
| All | +746.2% | +889.3% | -143.1% | +122.9% |
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