+197.7%
EIX vs VIG
+623.5%
-425.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | -19.1% | -0.4% | -18.7% | -18.7% |
| 30D | -16.9% | -1.0% | -15.9% | -16.2% |
| 3M | -20.0% | +2.8% | -22.8% | -21.9% |
| 6M | -21.3% | +8.2% | -29.5% | -26.6% |
| YTD | -1.7% | +11.0% | -12.7% | -10.4% |
| 1Y | +9.6% | +16.1% | -6.6% | -4.0% |
| 3Y | -3.7% | +56.2% | -59.8% | -34.9% |
| 5Y | +22.6% | +63.0% | -40.4% | -20.7% |
| 10Y | +17.7% | +241.4% | -223.7% | -59.9% |
| All | +197.7% | +623.5% | -425.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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