+789.2%
VGT vs EIX
+21.5%
+767.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | -0.4% | -18.8% | +18.4% | +3.2% |
| 3M | +6.6% | -19.7% | +26.3% | +10.5% |
| 6M | +31.0% | -18.2% | +49.3% | +34.8% |
| YTD | +27.2% | -1.7% | +29.0% | +24.1% |
| 1Y | +34.5% | +7.8% | +26.7% | +27.4% |
| 3Y | +123.1% | -5.6% | +128.8% | +114.1% |
| 5Y | +135.1% | +23.7% | +111.4% | +106.2% |
| All | +789.2% | +21.5% | +767.8% | +634.7% |
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 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