+27.0%
EIX vs VMC
+155.1%
-128.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.2% | +4.9% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -13.5% | -9.1% | -4.4% | -11.5% |
| 3M | -15.3% | -4.1% | -11.1% | -14.7% |
| 6M | -15.3% | -5.5% | -9.8% | -14.6% |
| YTD | +2.7% | -8.9% | +11.6% | +4.3% |
| 1Y | +17.4% | -12.9% | +30.4% | +20.5% |
| 3Y | -1.3% | +22.1% | -23.5% | -8.9% |
| 5Y | +27.2% | +52.7% | -25.5% | +8.9% |
| All | +27.0% | +155.1% | -128.1% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling