+28.0%
EIX vs VSXY
+37.4%
-9.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | -19.1% | -14.0% | -5.1% | -18.4% |
| 30D | -16.9% | -15.9% | -1.0% | -16.1% |
| 3M | -20.0% | +3.4% | -23.4% | -20.3% |
| 6M | -21.3% | +25.9% | -47.2% | -23.2% |
| YTD | -1.7% | +39.5% | -41.2% | -4.8% |
| 1Y | +9.6% | +194.4% | -184.8% | +0.7% |
| 3Y | -3.7% | +281.4% | -285.1% | -14.8% |
| 5Y | +22.6% | +12.8% | +9.8% | +11.4% |
| All | +28.0% | +37.4% | -9.4% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling