+155.6%
EWJ vs EIX
+842.2%
-686.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +2.5% | -19.1% | +21.6% | +5.8% |
| 30D | +3.3% | -16.9% | +20.2% | +5.9% |
| 3M | +5.0% | -20.0% | +25.0% | +8.2% |
| 6M | +11.5% | -21.3% | +32.9% | +15.2% |
| YTD | +22.4% | -1.7% | +24.1% | +21.1% |
| 1Y | +30.2% | +9.6% | +20.6% | +26.0% |
| 3Y | +72.8% | -3.7% | +76.5% | +69.2% |
| 5Y | +54.1% | +22.6% | +31.5% | +42.9% |
| 10Y | +140.6% | +17.7% | +122.9% | +117.4% |
| All | +155.6% | +842.2% | -686.6% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling