+18.0%
EIX vs VNQ
+64.0%
-46.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.9% |
| 7D | -1.4% | -1.3% | -0.1% | -0.4% |
| 30D | -19.3% | -2.6% | -16.7% | -17.5% |
| 3M | -21.7% | -2.0% | -19.6% | -20.3% |
| 6M | -19.8% | +4.3% | -24.2% | -22.3% |
| YTD | -3.0% | +9.2% | -12.3% | -9.2% |
| 1Y | +5.1% | +5.6% | -0.5% | +1.0% |
| 3Y | -7.0% | +30.8% | -37.8% | -24.5% |
| 5Y | +22.0% | +8.0% | +14.1% | +12.8% |
| All | +18.0% | +64.0% | -46.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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