+229.5%
EWY vs EIX
+35.3%
+194.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +4.2% | +1.4% | +2.8% | +3.9% |
| 30D | -10.7% | +8.5% | -19.2% | -12.5% |
| 3M | -20.1% | -13.5% | -6.6% | -18.3% |
| 6M | -24.3% | -12.4% | -12.0% | -23.4% |
| YTD | +46.9% | +5.9% | +41.0% | +40.8% |
| 1Y | +55.2% | +7.6% | +47.6% | +48.0% |
| 3Y | +157.0% | +12.8% | +144.2% | +135.3% |
| 5Y | +98.9% | +19.2% | +79.6% | +76.7% |
| All | +229.5% | +35.3% | +194.2% | +157.1% |
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 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