+393.0%
EFA vs EIX
+841.1%
-448.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.1% | -2.1% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | -0.7% | -13.5% | +12.8% | +2.3% |
| 3M | +6.4% | -15.3% | +21.7% | +10.1% |
| 6M | +11.4% | -15.3% | +26.7% | +15.0% |
| YTD | +14.0% | +2.7% | +11.3% | +9.7% |
| 1Y | +20.2% | +17.4% | +2.8% | +10.0% |
| 3Y | +68.2% | -1.3% | +69.5% | +59.3% |
| 5Y | +54.8% | +27.2% | +27.6% | +31.3% |
| 10Y | +142.4% | +22.7% | +119.6% | +93.3% |
| All | +393.0% | +841.1% | -448.1% | +108.7% |
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