+266.6%
EW vs EIX
+34.9%
+231.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.9% | -1.5% | +6.4% | +5.3% |
| 30D | +24.1% | +8.1% | +15.9% | +21.5% |
| 3M | +13.7% | -12.1% | +25.8% | +16.0% |
| 6M | +32.7% | -13.4% | +46.1% | +35.4% |
| YTD | +24.1% | +5.6% | +18.5% | +18.5% |
| 1Y | +23.6% | +7.8% | +15.8% | +17.2% |
| 3Y | +64.8% | +9.8% | +54.9% | +51.1% |
| 5Y | -8.8% | +18.8% | -27.6% | -19.5% |
| All | +266.6% | +34.9% | +231.7% | +210.1% |
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