+27.2%
EIX vs VCLT
-15.1%
+42.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.6% | +4.5% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | -13.5% | -0.6% | -13.0% | -13.2% |
| 3M | -15.3% | -2.2% | -13.0% | -14.1% |
| 6M | -15.3% | -2.9% | -12.4% | -13.9% |
| YTD | +2.7% | -2.1% | +4.8% | +4.0% |
| 1Y | +17.4% | -2.6% | +20.0% | +19.3% |
| 3Y | -1.3% | +12.5% | -13.8% | -7.5% |
| 5Y | +27.2% | -15.3% | +42.5% | +24.1% |
| All | +27.2% | -15.1% | +42.3% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling