+290.8%
EWY vs EIX
+21.5%
+269.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +9.3% | -18.8% | +28.1% | +13.5% |
| 3M | +2.4% | -19.7% | +22.1% | +6.4% |
| 6M | +40.3% | -18.2% | +58.5% | +44.5% |
| YTD | +88.0% | -1.7% | +89.8% | +83.7% |
| 1Y | +143.8% | +7.8% | +136.1% | +131.2% |
| 3Y | +217.8% | -5.6% | +223.4% | +206.3% |
| 5Y | +142.7% | +23.7% | +119.1% | +111.6% |
| All | +290.8% | +21.5% | +269.3% | +211.6% |
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