+35.1%
EIX vs Z
-19.5%
+54.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.6% |
| 7D | +1.0% | -6.5% | +7.4% | +1.5% |
| 30D | +8.9% | -0.1% | +9.0% | +8.6% |
| 3M | -9.8% | -14.1% | +4.3% | -8.9% |
| 6M | -10.2% | -30.1% | +19.9% | -7.8% |
| YTD | +5.9% | -57.5% | +63.5% | +13.7% |
| 1Y | +10.9% | -60.3% | +71.2% | +19.7% |
| 3Y | +10.2% | -21.0% | +31.2% | +8.8% |
| 5Y | +17.0% | -54.9% | +71.9% | +18.4% |
| 10Y | +35.1% | -16.0% | +51.1% | +20.6% |
| All | +35.1% | -19.5% | +54.6% | +20.6% |
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