+32.2%
EIX vs Z
-11.7%
+43.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.9% |
| 7D | +0.7% | -5.2% | +5.9% | +1.1% |
| 30D | +8.8% | +5.7% | +3.0% | +8.0% |
| 3M | -10.9% | -8.7% | -2.2% | -10.5% |
| 6M | -10.3% | -26.0% | +15.7% | -8.3% |
| YTD | +5.8% | -55.0% | +60.9% | +13.0% |
| 1Y | +11.4% | -58.0% | +69.4% | +19.6% |
| 3Y | +11.1% | -15.2% | +26.2% | +8.9% |
| 5Y | +18.5% | -53.8% | +72.3% | +19.7% |
| 10Y | +32.2% | -14.5% | +46.8% | +16.0% |
| All | +32.2% | -11.7% | +43.9% | +16.0% |
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