+59.4%
VEA vs EIX
+22.7%
+36.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -1.1% | -18.8% | +17.7% | +2.0% |
| 3M | +5.1% | -19.7% | +24.8% | +8.3% |
| 6M | +9.8% | -18.2% | +28.0% | +12.5% |
| YTD | +15.9% | -1.7% | +17.7% | +13.4% |
| 1Y | +24.6% | +7.8% | +16.8% | +18.9% |
| 3Y | +75.5% | -5.6% | +81.2% | +69.2% |
| 5Y | +59.4% | +23.7% | +35.7% | +40.7% |
| All | +59.4% | +22.7% | +36.7% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling