+22.7%
EIX vs VFC
-69.1%
+91.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -13.5% | -11.9% | -1.6% | -11.7% |
| 3M | -15.3% | -20.2% | +4.9% | -12.4% |
| 6M | -15.3% | -23.0% | +7.7% | -12.3% |
| YTD | +2.7% | -26.2% | +28.9% | +6.7% |
| 1Y | +17.4% | -13.3% | +30.8% | +17.6% |
| 3Y | -1.3% | -25.5% | +24.1% | -7.6% |
| 5Y | +27.2% | -78.1% | +105.3% | +65.7% |
| 10Y | +22.7% | -68.8% | +91.5% | +39.3% |
| All | +22.7% | -69.1% | +91.8% | +39.3% |
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