+444.2%
V vs EIX
+30.9%
+413.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | +9.5% | +8.8% | +0.8% | +7.3% |
| 3M | +16.7% | -10.9% | +27.6% | +18.5% |
| 6M | +32.9% | -10.3% | +43.2% | +34.4% |
| YTD | +21.1% | +5.8% | +15.3% | +16.0% |
| 1Y | +26.6% | +11.4% | +15.3% | +19.4% |
| 3Y | +78.4% | +11.1% | +67.3% | +64.3% |
| 5Y | +105.5% | +18.5% | +87.0% | +83.1% |
| 10Y | +444.2% | +32.2% | +412.0% | +332.6% |
| All | +444.2% | +30.9% | +413.3% | +332.6% |
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