+376.6%
EFA vs EIX
+870.3%
-493.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +2.2% | +1.4% | +0.9% | +1.8% |
| 30D | +1.4% | +8.5% | -7.2% | -1.4% |
| 3M | -4.2% | -13.5% | +9.3% | -1.3% |
| 6M | +1.9% | -12.4% | +14.3% | +4.0% |
| YTD | +10.2% | +5.9% | +4.3% | +4.8% |
| 1Y | +12.8% | +7.6% | +5.2% | +6.6% |
| 3Y | +65.2% | +12.8% | +52.4% | +49.1% |
| 5Y | +49.8% | +19.2% | +30.6% | +30.3% |
| 10Y | +145.2% | +34.9% | +110.3% | +88.5% |
| All | +376.6% | +870.3% | -493.7% | +99.5% |
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