+220.8%
EIX vs VIG
+650.0%
-429.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +1.0% | +1.0% | 0.0% | +0.1% |
| 30D | +8.9% | +4.5% | +4.3% | +4.7% |
| 3M | -9.8% | +2.1% | -11.9% | -11.4% |
| 6M | -10.2% | +10.5% | -20.7% | -17.7% |
| YTD | +5.9% | +15.1% | -9.1% | -6.5% |
| 1Y | +10.9% | +16.9% | -6.0% | -3.5% |
| 3Y | +10.2% | +65.6% | -55.4% | -29.3% |
| 5Y | +17.0% | +64.4% | -47.3% | -24.8% |
| 10Y | +35.1% | +260.6% | -225.6% | -56.2% |
| All | +220.8% | +650.0% | -429.2% | -46.2% |
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