+349.8%
EWZ vs EIX
+577.8%
-228.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.5% |
| 7D | -1.5% | +1.0% | -2.5% | -1.8% |
| 30D | -24.5% | +9.1% | -33.6% | -26.8% |
| 3M | -10.7% | -10.2% | -0.5% | -9.5% |
| 6M | -19.1% | -11.2% | -7.8% | -18.0% |
| YTD | +1.6% | +4.5% | -2.9% | -2.9% |
| 1Y | +4.3% | +10.9% | -6.6% | -2.4% |
| 3Y | +19.0% | +8.4% | +10.5% | +9.2% |
| 5Y | +57.7% | +18.0% | +39.7% | +38.7% |
| 10Y | +51.3% | +30.3% | +21.0% | +23.8% |
| All | +349.8% | +577.8% | -228.0% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling