+1,142.6%
EIX vs VMC
+3,530.3%
-2,387.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -2.5% | -4.3% | +1.8% | -1.6% |
| 30D | +7.7% | +16.2% | -8.5% | +4.0% |
| 3M | -12.9% | -0.8% | -12.0% | -12.9% |
| 6M | -12.7% | +1.2% | -13.8% | -13.3% |
| YTD | +5.5% | +0.5% | +5.0% | +4.5% |
| 1Y | +9.4% | -2.9% | +12.3% | +9.2% |
| 3Y | +9.7% | +37.3% | -27.7% | -0.2% |
| 5Y | +16.9% | +48.8% | -31.9% | +3.3% |
| 10Y | +34.3% | +131.4% | -97.1% | +2.8% |
| All | +1,142.6% | +3,530.3% | -2,387.7% | +425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling