+173.7%
VEA vs EIX
+104.7%
+69.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +1.0% | -19.1% | +20.1% | +7.6% |
| 30D | +1.9% | -16.9% | +18.9% | +7.1% |
| 3M | +3.2% | -20.0% | +23.2% | +9.6% |
| 6M | +10.2% | -21.3% | +31.6% | +17.6% |
| YTD | +18.9% | -1.7% | +20.6% | +15.3% |
| 1Y | +29.3% | +9.6% | +19.8% | +19.3% |
| 3Y | +76.8% | -3.7% | +80.4% | +66.2% |
| 5Y | +61.2% | +22.6% | +38.6% | +32.6% |
| 10Y | +163.3% | +17.7% | +145.6% | +98.1% |
| All | +173.7% | +104.7% | +69.0% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling