+16.6%
EIX vs VCLT
-3.2%
+19.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.5% |
| 7D | +4.5% | +0.4% | +4.1% | +4.2% |
| 30D | +15.2% | +3.9% | +11.3% | +12.4% |
| 3M | -11.6% | -1.9% | -9.7% | -10.5% |
| 6M | -8.4% | -2.6% | -5.7% | -6.9% |
| YTD | +8.2% | -3.1% | +11.3% | +10.8% |
| 1Y | +16.6% | -3.6% | +20.1% | +19.5% |
| All | +16.6% | -3.2% | +19.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling