+67.0%
EWZ vs EIX
+34.4%
+32.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.6% | -2.5% | +3.1% | +1.4% |
| 30D | -25.5% | +7.7% | -33.2% | -27.3% |
| 3M | -4.5% | -12.9% | +8.3% | -2.2% |
| 6M | -15.3% | -12.7% | -2.6% | -13.7% |
| YTD | +3.1% | +5.5% | -2.4% | -2.3% |
| 1Y | +1.2% | +9.4% | -8.2% | -5.5% |
| 3Y | +19.3% | +9.7% | +9.6% | +7.6% |
| 5Y | +52.3% | +16.9% | +35.3% | +31.5% |
| 10Y | +67.0% | +34.3% | +32.7% | +20.2% |
| All | +67.0% | +34.4% | +32.6% | +20.2% |
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