+125.9%
EWJ vs EIX
+35.3%
+90.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.0% | +1.4% | +2.6% | +3.7% |
| 30D | -4.3% | +8.5% | -12.8% | -5.7% |
| 3M | -6.8% | -13.5% | +6.6% | -5.2% |
| 6M | -0.9% | -12.4% | +11.5% | +0.3% |
| YTD | +14.3% | +5.9% | +8.4% | +11.0% |
| 1Y | +15.3% | +7.6% | +7.7% | +11.6% |
| 3Y | +65.6% | +12.8% | +52.8% | +55.9% |
| 5Y | +47.5% | +19.2% | +28.2% | +35.6% |
| All | +125.9% | +35.3% | +90.6% | +92.5% |
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 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