+16.0%
EIX vs VLTO
+54.1%
-38.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.5% | +12.0% | -9.5% | +0.1% |
| 30D | +14.1% | +20.8% | -6.8% | +9.6% |
| 3M | -9.4% | +20.1% | -29.5% | -12.9% |
| 6M | -9.1% | +32.6% | -41.7% | -14.7% |
| YTD | +7.1% | +17.3% | -10.2% | +3.3% |
| 1Y | +13.3% | +17.3% | -4.0% | +9.0% |
| 3Y | +10.9% | +66.9% | -56.0% | +1.1% |
| All | +16.0% | +54.1% | -38.1% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling