+52.3%
EWZ vs EIX
+16.9%
+35.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.6% | -2.5% | +3.1% | +1.1% |
| 30D | -25.5% | +7.7% | -33.2% | -26.6% |
| 3M | -4.5% | -12.9% | +8.3% | -3.1% |
| 6M | -15.3% | -12.7% | -2.6% | -14.3% |
| YTD | +3.1% | +5.5% | -2.4% | -0.8% |
| 1Y | +1.2% | +9.4% | -8.2% | -3.7% |
| 3Y | +19.3% | +9.7% | +9.6% | +10.1% |
| 5Y | +52.3% | +16.9% | +35.3% | +39.8% |
| All | +52.3% | +16.9% | +35.3% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling