+58.1%
VUG vs EIX
+17.6%
+40.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | -11.1% | +9.1% | -20.2% | -12.4% |
| 3M | -7.2% | -10.2% | +3.0% | -6.4% |
| 6M | -4.1% | -11.2% | +7.1% | -3.6% |
| YTD | +1.4% | +4.5% | -3.1% | -2.5% |
| 1Y | +1.9% | +10.9% | -9.0% | -3.6% |
| 3Y | +77.7% | +8.4% | +69.3% | +61.1% |
| All | +58.1% | +17.6% | +40.6% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling