+9.6%
EIX vs VYM
+21.4%
-11.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -19.1% | 0.0% | -19.1% | -19.1% |
| 30D | -16.9% | -0.5% | -16.4% | -16.6% |
| 3M | -20.0% | +3.0% | -23.0% | -21.9% |
| 6M | -21.3% | +8.2% | -29.5% | -26.3% |
| YTD | -1.7% | +15.8% | -17.5% | -14.1% |
| 1Y | +9.6% | +20.8% | -11.3% | -10.8% |
| All | +9.6% | +21.4% | -11.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling