+35.4%
EIX vs EFV
+162.4%
-126.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -1.5% | +0.7% | -2.2% | -2.0% |
| 30D | +8.1% | +2.0% | +6.1% | +6.6% |
| 3M | -12.1% | -1.6% | -10.5% | -11.3% |
| 6M | -13.4% | +5.8% | -19.2% | -17.1% |
| YTD | +5.6% | +15.6% | -10.1% | -5.6% |
| 1Y | +7.8% | +19.0% | -11.1% | -5.6% |
| 3Y | +9.8% | +90.7% | -80.8% | -32.0% |
| 5Y | +18.8% | +92.8% | -73.9% | -28.1% |
| All | +35.4% | +162.4% | -126.9% | -39.0% |
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