+22.9%
EIX vs VMC
+146.8%
-123.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.4% |
| 7D | +4.1% | -5.3% | +9.4% | +5.5% |
| 30D | -15.3% | -12.3% | -3.1% | -12.6% |
| 3M | -18.4% | -10.3% | -8.2% | -16.5% |
| 6M | -16.8% | -8.6% | -8.3% | -15.4% |
| YTD | -0.6% | -11.9% | +11.3% | +1.9% |
| 1Y | +10.7% | -13.9% | +24.6% | +13.9% |
| 3Y | -4.5% | +18.2% | -22.6% | -11.0% |
| 5Y | +24.0% | +47.7% | -23.7% | +7.1% |
| 10Y | +22.9% | +152.5% | -129.6% | -9.9% |
| All | +22.9% | +146.8% | -123.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VMC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling