-14.6%
EW vs EIX
+18.0%
-32.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.8% |
| 7D | +11.0% | +1.0% | +10.0% | +10.8% |
| 30D | +19.1% | +9.1% | +10.0% | +17.1% |
| 3M | +14.4% | -10.2% | +24.6% | +15.4% |
| 6M | +22.8% | -11.2% | +34.0% | +23.7% |
| YTD | +19.8% | +4.5% | +15.3% | +15.0% |
| 1Y | +23.9% | +10.9% | +13.0% | +16.9% |
| 3Y | +52.2% | +8.4% | +43.8% | +39.3% |
| All | -14.6% | +18.0% | -32.6% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling