+27.9%
EIX vs VSXY
+33.4%
-5.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -18.8% | -22.1% | +3.3% | -17.6% |
| 3M | -19.7% | -1.1% | -18.5% | -19.8% |
| 6M | -18.2% | +53.8% | -72.1% | -21.1% |
| YTD | -1.7% | +35.5% | -37.2% | -4.7% |
| 1Y | +7.8% | +186.0% | -178.3% | -0.8% |
| 3Y | -5.6% | +343.2% | -348.8% | -17.2% |
| 5Y | +23.7% | +19.0% | +4.7% | +12.5% |
| All | +27.9% | +33.4% | -5.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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