+81.7%
VUG vs EIX
+11.2%
+70.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -8.2% | +8.8% | -16.9% | -8.6% |
| 3M | -5.4% | -10.9% | +5.5% | -5.0% |
| 6M | -2.5% | -10.3% | +7.7% | -2.5% |
| YTD | +4.2% | +5.8% | -1.6% | +1.9% |
| 1Y | +5.0% | +11.4% | -6.3% | +2.0% |
| 3Y | +81.7% | +11.1% | +70.7% | +69.6% |
| All | +81.7% | +11.2% | +70.5% | +69.6% |
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