+6.4%
EIX vs VLTO
+27.2%
-20.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -19.1% | -2.3% | -16.8% | -18.7% |
| 30D | -16.9% | -0.9% | -16.0% | -16.8% |
| 3M | -20.0% | +13.8% | -33.8% | -22.5% |
| 6M | -21.3% | +2.0% | -23.3% | -21.9% |
| YTD | -1.7% | -3.2% | +1.5% | -1.3% |
| 1Y | +9.6% | -9.2% | +18.7% | +12.0% |
| All | +6.4% | +27.2% | -20.8% | +3.5% |
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 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