+33.8%
VWO vs EIX
+20.9%
+12.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | -0.1% | -19.3% | +19.2% | +2.2% |
| 3M | +2.2% | -21.7% | +23.9% | +4.8% |
| 6M | +8.8% | -19.8% | +28.6% | +10.9% |
| YTD | +12.4% | -3.0% | +15.4% | +10.6% |
| 1Y | +15.6% | +5.1% | +10.5% | +11.9% |
| 3Y | +62.5% | -7.0% | +69.5% | +58.3% |
| All | +33.8% | +20.9% | +12.9% | +22.1% |
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