+121.7%
EW vs EIX
+23.2%
+98.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.5% | -8.0% | -4.7% |
| 7D | -4.4% | +0.9% | -5.3% | -4.8% |
| 30D | -3.3% | -13.5% | +10.2% | -1.0% |
| 3M | +1.0% | -15.3% | +16.3% | +3.9% |
| 6M | +6.2% | -15.3% | +21.6% | +8.9% |
| YTD | +1.7% | +2.7% | -1.0% | -2.1% |
| 1Y | +8.1% | +17.4% | -9.3% | -0.7% |
| 3Y | +17.1% | -1.3% | +18.4% | +11.1% |
| 5Y | -29.4% | +27.2% | -56.5% | -39.3% |
| 10Y | +121.7% | +22.7% | +99.0% | +82.7% |
| All | +121.7% | +23.2% | +98.6% | +82.7% |
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