+154.5%
EWT vs EIX
+24.3%
+130.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.7% |
| 7D | +2.1% | +4.1% | -1.9% | +1.5% |
| 30D | +9.4% | -15.3% | +24.7% | +11.1% |
| 3M | +10.9% | -18.4% | +29.3% | +13.0% |
| 6M | +57.9% | -16.8% | +74.8% | +60.0% |
| YTD | +75.9% | -0.6% | +76.5% | +71.6% |
| 1Y | +89.7% | +10.7% | +79.0% | +80.6% |
| 3Y | +200.9% | -4.5% | +205.4% | +188.6% |
| 5Y | +154.5% | +24.0% | +130.5% | +129.0% |
| All | +154.5% | +24.3% | +130.2% | +129.0% |
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