+35.4%
EIX vs VCLT
+22.0%
+13.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | -1.5% | -1.9% | +0.4% | -0.5% |
| 30D | +8.1% | +1.4% | +6.7% | +7.3% |
| 3M | -12.1% | -1.8% | -10.4% | -11.3% |
| 6M | -13.4% | -3.9% | -9.5% | -11.6% |
| YTD | +5.6% | -3.9% | +9.5% | +7.7% |
| 1Y | +7.8% | -4.7% | +12.6% | +10.5% |
| 3Y | +9.8% | +14.1% | -4.3% | +3.4% |
| 5Y | +18.8% | -16.6% | +35.5% | +25.8% |
| All | +35.4% | +22.0% | +13.4% | +15.2% |
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