+14.3%
EIX vs VLTO
+55.4%
-41.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | +8.1% | +18.7% | -10.6% | +4.3% |
| 3M | -12.1% | +21.7% | -33.8% | -15.8% |
| 6M | -13.4% | +35.8% | -49.3% | -19.2% |
| YTD | +5.6% | +18.3% | -12.7% | +1.6% |
| 1Y | +7.8% | +20.9% | -13.1% | +2.9% |
| 3Y | +9.8% | +68.8% | -59.0% | -0.1% |
| All | +14.3% | +55.4% | -41.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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