+423.1%
VUG vs EIX
+23.9%
+399.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.4% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | -1.4% | -13.5% | +12.1% | +0.7% |
| 3M | +2.3% | -15.3% | +17.6% | +4.7% |
| 6M | +15.7% | -15.3% | +31.0% | +18.1% |
| YTD | +8.6% | +2.7% | +5.9% | +5.1% |
| 1Y | +14.1% | +17.4% | -3.4% | +6.1% |
| 3Y | +87.9% | -1.3% | +89.2% | +79.0% |
| 5Y | +76.3% | +27.2% | +49.1% | +54.6% |
| All | +423.1% | +23.9% | +399.2% | +330.2% |
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 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