+153.3%
EWY vs EIX
+24.3%
+129.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.6% | +1.0% |
| 7D | +6.7% | +4.1% | +2.6% | +6.0% |
| 30D | +17.0% | -15.3% | +32.3% | +19.1% |
| 3M | +3.7% | -18.4% | +22.1% | +6.1% |
| 6M | +42.5% | -16.8% | +59.3% | +44.8% |
| YTD | +96.2% | -0.6% | +96.8% | +91.3% |
| 1Y | +160.4% | +10.7% | +149.7% | +146.9% |
| 3Y | +231.7% | -4.5% | +236.2% | +218.4% |
| 5Y | +153.3% | +24.0% | +129.2% | +118.9% |
| All | +153.3% | +24.3% | +129.0% | +118.9% |
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