+136.7%
EWJ vs EIX
+21.5%
+115.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +0.2% | -18.8% | +19.0% | +3.2% |
| 3M | +8.6% | -19.7% | +28.3% | +11.9% |
| 6M | +12.1% | -18.2% | +30.4% | +15.0% |
| YTD | +20.1% | -1.7% | +21.8% | +18.3% |
| 1Y | +25.2% | +7.8% | +17.4% | +20.8% |
| 3Y | +70.8% | -5.6% | +76.4% | +66.8% |
| 5Y | +49.2% | +23.7% | +25.5% | +35.7% |
| All | +136.7% | +21.5% | +115.2% | +105.6% |
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