+327.8%
VWO vs EIX
+280.0%
+47.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.9% | -2.3% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | +1.3% | -13.5% | +14.8% | +5.1% |
| 3M | +5.1% | -15.3% | +20.4% | +9.5% |
| 6M | +12.5% | -15.3% | +27.9% | +16.9% |
| YTD | +14.0% | +2.7% | +11.3% | +7.7% |
| 1Y | +19.7% | +17.4% | +2.3% | +5.7% |
| 3Y | +66.8% | -1.3% | +68.1% | +53.1% |
| 5Y | +36.2% | +27.2% | +9.0% | +5.8% |
| 10Y | +111.0% | +22.7% | +88.3% | +43.7% |
| All | +327.8% | +280.0% | +47.8% | +18.2% |
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 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