+1,181.0%
VUG vs EIX
+510.9%
+670.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | -8.9% | +8.9% | -17.7% | -11.5% |
| 3M | -5.9% | -9.8% | +3.9% | -4.6% |
| 6M | -3.3% | -10.2% | +6.9% | -2.4% |
| YTD | +3.4% | +5.9% | -2.5% | -2.3% |
| 1Y | +1.9% | +10.9% | -9.0% | -5.5% |
| 3Y | +76.9% | +10.2% | +66.7% | +58.7% |
| 5Y | +63.9% | +17.0% | +46.8% | +41.6% |
| 10Y | +396.2% | +35.1% | +361.1% | +271.4% |
| All | +1,181.0% | +510.9% | +670.1% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling