+22.9%
EIX vs VCLT
+16.9%
+6.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -15.3% | +0.1% | -15.4% | -15.4% |
| 3M | -18.4% | -2.9% | -15.6% | -17.2% |
| 6M | -16.8% | -4.0% | -12.9% | -15.1% |
| YTD | -0.6% | -2.2% | +1.7% | +0.6% |
| 1Y | +10.7% | -2.6% | +13.2% | +12.1% |
| 3Y | -4.5% | +12.3% | -16.8% | -9.6% |
| 5Y | +24.0% | -16.4% | +40.4% | +31.2% |
| 10Y | +22.9% | +18.1% | +4.8% | +7.3% |
| All | +22.9% | +16.9% | +6.0% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling