+150.1%
VXUS vs EIX
+19.9%
+130.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | +0.3% | +4.1% | -3.8% | -0.6% |
| 30D | +0.7% | -15.3% | +16.0% | +3.2% |
| 3M | +4.8% | -18.4% | +23.2% | +8.1% |
| 6M | +11.3% | -16.8% | +28.2% | +14.2% |
| YTD | +16.5% | -0.6% | +17.1% | +14.1% |
| 1Y | +24.3% | +10.7% | +13.6% | +18.2% |
| 3Y | +74.5% | -4.5% | +79.0% | +69.1% |
| 5Y | +54.3% | +24.0% | +30.3% | +38.0% |
| 10Y | +150.1% | +22.9% | +127.2% | +108.7% |
| All | +150.1% | +19.9% | +130.2% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling