+44.7%
EWZ vs EIX
-3.3%
+48.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +6.5% | -19.1% | +25.6% | +8.8% |
| 30D | +4.8% | -16.9% | +21.8% | +6.4% |
| 3M | +9.9% | -20.0% | +29.9% | +12.2% |
| 6M | +1.9% | -21.3% | +23.3% | +4.4% |
| YTD | +20.3% | -1.7% | +22.0% | +17.9% |
| 1Y | +35.6% | +9.6% | +26.1% | +29.8% |
| All | +44.7% | -3.3% | +48.1% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling