+19.5%
EWZ vs EIX
+10.1%
+9.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.6% | -2.5% | +3.1% | +0.9% |
| 30D | -25.5% | +7.7% | -33.2% | -26.2% |
| 3M | -4.5% | -12.9% | +8.3% | -3.7% |
| 6M | -15.3% | -12.7% | -2.6% | -14.8% |
| YTD | +3.1% | +5.5% | -2.4% | +0.3% |
| 1Y | +1.2% | +9.4% | -8.2% | -2.2% |
| All | +19.5% | +10.1% | +9.4% | +6.8% |
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 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