-51.4%
VG vs EIX
+14.5%
-65.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -22.0% | +1.0% | -23.0% | -22.2% |
| 30D | -11.6% | +9.1% | -20.8% | -12.6% |
| 3M | -14.9% | -10.2% | -4.6% | -14.7% |
| 6M | -3.5% | -11.2% | +7.7% | -3.5% |
| YTD | +70.0% | +4.5% | +65.5% | +54.6% |
| 1Y | +50.0% | +10.9% | +39.1% | +32.8% |
| All | -51.4% | +14.5% | -65.8% | -61.2% |
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