0.0%
EWZ vs EIX
+9.5%
-9.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | +0.1% | -1.5% | +1.5% | +0.1% |
| 30D | -25.9% | +8.1% | -34.0% | -26.1% |
| 3M | -6.1% | -12.1% | +6.0% | -6.5% |
| 6M | -16.1% | -13.4% | -2.7% | -16.3% |
| YTD | +1.0% | +5.6% | -4.6% | +2.1% |
| 1Y | 0.0% | +7.8% | -7.9% | +1.4% |
| All | 0.0% | +9.5% | -9.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling