+27.2%
EIX vs VEU
+56.3%
-29.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.7% |
| 7D | +0.9% | +1.7% | -0.8% | 0.0% |
| 30D | -13.5% | +1.0% | -14.5% | -14.0% |
| 3M | -15.3% | +5.6% | -20.9% | -17.9% |
| 6M | -15.3% | +13.7% | -29.0% | -21.8% |
| YTD | +2.7% | +17.7% | -15.0% | -7.2% |
| 1Y | +17.4% | +25.8% | -8.3% | +1.9% |
| 3Y | -1.3% | +77.1% | -78.5% | -30.3% |
| 5Y | +27.2% | +57.1% | -30.0% | -12.1% |
| All | +27.2% | +56.3% | -29.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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