+18.5%
EIX vs VMC
+43.3%
-24.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +8.8% | +18.3% | -9.6% | +4.5% |
| 3M | -10.9% | +1.9% | -12.8% | -11.4% |
| 6M | -10.3% | +2.4% | -12.7% | -11.1% |
| YTD | +5.8% | +2.1% | +3.8% | +4.5% |
| 1Y | +11.4% | +1.5% | +9.9% | +10.0% |
| 3Y | +11.1% | +41.5% | -30.4% | -2.2% |
| 5Y | +18.5% | +46.4% | -27.9% | -2.9% |
| All | +18.5% | +43.3% | -24.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling