+22.7%
EIX vs VFC
-79.1%
+101.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.6% |
| 7D | -19.1% | -1.6% | -17.5% | -18.9% |
| 30D | -16.9% | -11.6% | -5.3% | -15.9% |
| 3M | -20.0% | -18.1% | -1.9% | -18.6% |
| 6M | -21.3% | -27.4% | +6.0% | -19.2% |
| YTD | -1.7% | -24.8% | +23.1% | +0.3% |
| 1Y | +9.6% | -8.2% | +17.8% | +9.1% |
| 3Y | -3.7% | -29.1% | +25.4% | -6.3% |
| All | +22.7% | -79.1% | +101.7% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling