+50.3%
EWZ vs EIX
+30.9%
+19.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.6% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -25.1% | +8.8% | -33.9% | -27.2% |
| 3M | -7.7% | -10.9% | +3.2% | -6.2% |
| 6M | -15.8% | -10.3% | -5.6% | -15.1% |
| YTD | +3.6% | +5.8% | -2.2% | -1.9% |
| 1Y | +5.5% | +11.4% | -5.9% | -2.2% |
| 3Y | +22.1% | +11.1% | +11.1% | +9.6% |
| 5Y | +58.3% | +18.5% | +39.9% | +35.9% |
| 10Y | +50.3% | +32.2% | +18.0% | +5.5% |
| All | +50.3% | +30.9% | +19.3% | +5.5% |
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