+137.9%
EWJ vs EIX
+912.0%
-774.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.6% | -1.5% | +5.1% | +3.9% |
| 30D | -6.0% | +8.1% | -14.1% | -7.4% |
| 3M | -6.5% | -12.1% | +5.7% | -5.1% |
| 6M | -0.1% | -13.4% | +13.3% | +1.3% |
| YTD | +13.9% | +5.6% | +8.3% | +11.1% |
| 1Y | +13.1% | +7.8% | +5.3% | +9.9% |
| 3Y | +65.0% | +9.8% | +55.2% | +57.6% |
| 5Y | +47.0% | +18.8% | +28.1% | +37.1% |
| 10Y | +125.5% | +34.4% | +91.0% | +98.7% |
| All | +137.9% | +912.0% | -774.2% | +62.1% |
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