+239.8%
EW vs EIX
+30.9%
+208.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | +12.3% | +0.7% | +11.6% | +12.1% |
| 30D | +22.9% | +8.8% | +14.1% | +20.2% |
| 3M | +16.7% | -10.9% | +27.6% | +18.5% |
| 6M | +31.0% | -10.3% | +41.2% | +32.2% |
| YTD | +22.8% | +5.8% | +17.0% | +17.2% |
| 1Y | +25.6% | +11.4% | +14.2% | +17.8% |
| 3Y | +62.0% | +11.1% | +50.9% | +48.0% |
| 5Y | -12.8% | +18.5% | -31.2% | -22.9% |
| 10Y | +239.8% | +32.2% | +207.5% | +183.6% |
| All | +239.8% | +30.9% | +208.8% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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