+1,058.2%
EIX vs VFC
+845.1%
+213.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.4% |
| 7D | -19.1% | -1.6% | -17.5% | -18.8% |
| 30D | -16.9% | -11.6% | -5.3% | -15.0% |
| 3M | -20.0% | -18.1% | -1.9% | -17.4% |
| 6M | -21.3% | -27.4% | +6.0% | -17.3% |
| YTD | -1.7% | -24.8% | +23.1% | +2.2% |
| 1Y | +9.6% | -8.2% | +17.8% | +8.7% |
| 3Y | -3.7% | -29.1% | +25.4% | -8.4% |
| 5Y | +22.6% | -79.2% | +101.8% | +49.4% |
| 10Y | +17.7% | -68.1% | +85.8% | +25.7% |
| All | +1,058.2% | +845.1% | +213.1% | +612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling