+1,058.2%
EIX vs VMC
+3,246.6%
-2,188.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -19.1% | -4.3% | -14.8% | -18.3% |
| 30D | -16.9% | -8.2% | -8.7% | -15.3% |
| 3M | -20.0% | -7.0% | -13.0% | -18.9% |
| 6M | -21.3% | -10.8% | -10.6% | -19.6% |
| YTD | -1.7% | -7.4% | +5.7% | -0.6% |
| 1Y | +9.6% | -9.5% | +19.1% | +11.2% |
| 3Y | -3.7% | +20.5% | -24.1% | -9.6% |
| 5Y | +22.6% | +51.6% | -29.0% | +7.8% |
| 10Y | +17.7% | +150.0% | -132.4% | -11.5% |
| All | +1,058.2% | +3,246.6% | -2,188.4% | +399.6% |
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