-4.6%
EIX vs VYM
+64.8%
-69.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | +4.1% | -1.0% | +5.1% | +5.0% |
| 30D | -15.3% | -2.0% | -13.3% | -13.7% |
| 3M | -18.4% | +3.1% | -21.5% | -20.8% |
| 6M | -16.8% | +8.9% | -25.7% | -23.5% |
| YTD | -0.6% | +14.7% | -15.3% | -13.2% |
| 1Y | +10.7% | +19.4% | -8.8% | -7.2% |
| All | -4.6% | +64.8% | -69.4% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling