+8.1%
EW vs EIX
+15.0%
-6.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.5% | -8.0% | -3.4% |
| 7D | -4.4% | +0.9% | -5.3% | -4.3% |
| 30D | -3.3% | -13.5% | +10.2% | -3.5% |
| 3M | +1.0% | -15.3% | +16.3% | +1.0% |
| 6M | +6.2% | -15.3% | +21.6% | +6.2% |
| YTD | +1.7% | +2.7% | -1.0% | +2.0% |
| 1Y | +8.1% | +17.4% | -9.3% | +8.0% |
| All | +8.1% | +15.0% | -6.9% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling