+124.4%
VGT vs EIX
-4.8%
+129.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +1.5% | +4.1% | -2.6% | +1.2% |
| 30D | +0.5% | -15.3% | +15.8% | +1.3% |
| 3M | +5.3% | -18.4% | +23.7% | +6.2% |
| 6M | +32.4% | -16.8% | +49.3% | +33.1% |
| YTD | +28.6% | -0.6% | +29.1% | +26.0% |
| 1Y | +37.6% | +10.7% | +27.0% | +32.4% |
| All | +124.4% | -4.8% | +129.2% | +109.9% |
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