+160.9%
EIX vs VYM
+490.3%
-329.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -13.5% | -1.3% | -12.3% | -12.7% |
| 3M | -15.3% | +4.1% | -19.3% | -18.1% |
| 6M | -15.3% | +9.8% | -25.1% | -21.8% |
| YTD | +2.7% | +15.3% | -12.6% | -9.0% |
| 1Y | +17.4% | +20.0% | -2.6% | +0.7% |
| 3Y | -1.3% | +66.2% | -67.6% | -35.4% |
| 5Y | +27.2% | +77.5% | -50.3% | -21.2% |
| 10Y | +22.7% | +201.7% | -179.0% | -50.4% |
| All | +160.9% | +490.3% | -329.4% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling