+484.0%
V vs EIX
+35.3%
+448.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.9% | +1.4% | -0.4% | +0.6% |
| 30D | +9.0% | +8.5% | +0.4% | +6.8% |
| 3M | +16.7% | -13.5% | +30.2% | +19.6% |
| 6M | +33.4% | -12.4% | +45.8% | +35.7% |
| YTD | +22.4% | +5.9% | +16.4% | +17.2% |
| 1Y | +27.7% | +7.6% | +20.1% | +21.7% |
| 3Y | +78.0% | +12.8% | +65.2% | +63.2% |
| 5Y | +108.5% | +19.2% | +89.3% | +85.5% |
| All | +484.0% | +35.3% | +448.7% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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