+23.7%
EIX vs VYM
+75.8%
-52.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +0.8% | -1.9% | +2.7% | +2.5% |
| 30D | -18.8% | -2.6% | -16.2% | -16.9% |
| 3M | -19.7% | +3.6% | -23.3% | -22.3% |
| 6M | -18.2% | +8.7% | -26.9% | -24.4% |
| YTD | -1.7% | +14.1% | -15.9% | -13.3% |
| 1Y | +7.8% | +17.8% | -10.1% | -7.8% |
| 3Y | -5.6% | +64.5% | -70.2% | -41.0% |
| 5Y | +23.7% | +77.5% | -53.9% | -26.9% |
| All | +23.7% | +75.8% | -52.1% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling