-44.6%
VG vs EIX
+16.0%
-60.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +14.0% | +1.4% | +12.6% | +13.8% |
| 30D | -1.0% | +8.5% | -9.5% | -1.9% |
| 3M | -2.7% | -13.5% | +10.8% | -1.3% |
| 6M | +1.5% | -12.4% | +13.8% | +2.1% |
| YTD | +93.7% | +5.9% | +87.8% | +76.0% |
| 1Y | +68.5% | +7.6% | +60.9% | +52.0% |
| All | -44.6% | +16.0% | -60.6% | -55.8% |
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