+1,236.8%
EWY vs EIX
+560.6%
+676.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.4% |
| 7D | +4.8% | -19.1% | +23.9% | +9.5% |
| 30D | +11.7% | -16.9% | +28.6% | +15.6% |
| 3M | -7.4% | -20.0% | +12.6% | -3.6% |
| 6M | +40.6% | -21.3% | +61.9% | +46.9% |
| YTD | +94.3% | -1.7% | +96.0% | +90.6% |
| 1Y | +164.3% | +9.6% | +154.7% | +150.8% |
| 3Y | +221.0% | -3.7% | +224.7% | +209.3% |
| 5Y | +139.1% | +22.6% | +116.5% | +112.8% |
| 10Y | +298.8% | +17.7% | +281.1% | +243.6% |
| All | +1,236.8% | +560.6% | +676.3% | +784.8% |
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