+18.0%
EIX vs VYM
+209.2%
-191.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.9% |
| 7D | -1.4% | -0.8% | -0.6% | -0.6% |
| 30D | -19.3% | -2.2% | -17.1% | -17.6% |
| 3M | -21.7% | +3.1% | -24.7% | -23.9% |
| 6M | -19.8% | +9.7% | -29.5% | -26.5% |
| YTD | -3.0% | +14.9% | -17.9% | -14.9% |
| 1Y | +5.1% | +17.6% | -12.5% | -9.7% |
| 3Y | -7.0% | +65.3% | -72.3% | -41.7% |
| 5Y | +22.0% | +78.7% | -56.7% | -29.0% |
| All | +18.0% | +209.2% | -191.2% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling