+32.2%
EIX vs VO
+206.8%
-174.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | -0.7% |
| 7D | +0.7% | -0.1% | +0.9% | +0.8% |
| 30D | +8.8% | +0.5% | +8.2% | +8.3% |
| 3M | -10.9% | -1.0% | -9.9% | -10.3% |
| 6M | -10.3% | +6.4% | -16.7% | -14.4% |
| YTD | +5.8% | +13.6% | -7.8% | -3.9% |
| 1Y | +11.4% | +14.5% | -3.1% | +0.4% |
| 3Y | +11.1% | +67.2% | -56.2% | -24.3% |
| 5Y | +18.5% | +36.1% | -17.6% | -7.6% |
| 10Y | +32.2% | +199.3% | -167.1% | -41.5% |
| All | +32.2% | +206.8% | -174.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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