+22.7%
EIX vs Z
-7.0%
+29.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.4% | +11.0% | +5.1% |
| 7D | +0.9% | -3.3% | +4.2% | +1.1% |
| 30D | -13.5% | -3.7% | -9.8% | -13.3% |
| 3M | -15.3% | -7.0% | -8.3% | -15.0% |
| 6M | -15.3% | -29.5% | +14.2% | -13.0% |
| YTD | +2.7% | -52.6% | +55.3% | +9.4% |
| 1Y | +17.4% | -64.0% | +81.5% | +28.4% |
| 3Y | -1.3% | -36.4% | +35.1% | -0.2% |
| 5Y | +27.2% | -65.8% | +92.9% | +32.0% |
| 10Y | +22.7% | -5.8% | +28.6% | +5.7% |
| All | +22.7% | -7.0% | +29.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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