+32.2%
EIX vs VFC
-44.8%
+77.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.8% |
| 7D | +0.7% | +7.7% | -7.0% | -0.6% |
| 30D | +8.8% | +39.2% | -30.4% | +2.6% |
| 3M | -10.9% | +40.3% | -51.2% | -16.2% |
| 6M | -10.3% | +11.4% | -21.7% | -12.7% |
| YTD | +5.8% | +17.5% | -11.7% | +1.2% |
| 1Y | +11.4% | +45.9% | -34.5% | +2.1% |
| 3Y | +11.1% | +47.3% | -36.3% | -8.4% |
| 5Y | +18.5% | -67.2% | +85.7% | +45.8% |
| 10Y | +32.2% | -46.1% | +78.3% | +36.3% |
| All | +32.2% | -44.8% | +77.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling