-51.4%
VG vs EIX
+17.4%
-68.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -22.0% | +2.5% | -24.5% | -22.2% |
| 30D | -14.7% | +14.1% | -28.8% | -16.0% |
| 3M | -7.1% | -9.4% | +2.3% | -6.7% |
| 6M | -11.2% | -9.1% | -2.1% | -11.4% |
| YTD | +69.8% | +7.1% | +62.7% | +54.2% |
| 1Y | +49.9% | +13.3% | +36.6% | +32.6% |
| All | -51.4% | +17.4% | -68.8% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling