+19.6%
EIX vs EFV
+167.0%
-147.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.8% | -2.0% | +2.8% | +2.2% |
| 30D | -18.8% | -0.2% | -18.6% | -18.8% |
| 3M | -19.7% | +9.1% | -28.8% | -24.6% |
| 6M | -18.2% | +11.7% | -29.9% | -24.8% |
| YTD | -1.7% | +17.0% | -18.8% | -12.7% |
| 1Y | +7.8% | +26.7% | -19.0% | -9.7% |
| 3Y | -5.6% | +90.2% | -95.8% | -41.3% |
| 5Y | +23.7% | +96.1% | -72.4% | -26.0% |
| All | +19.6% | +167.0% | -147.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling