+505.8%
EIX vs VO
+797.8%
-292.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | +1.0% | -2.6% | +3.5% | +2.7% |
| 30D | +9.1% | -0.9% | +10.1% | +9.8% |
| 3M | -10.2% | -3.0% | -7.2% | -8.4% |
| 6M | -11.2% | +2.2% | -13.4% | -12.7% |
| YTD | +4.5% | +10.6% | -6.1% | -2.6% |
| 1Y | +10.9% | +12.5% | -1.6% | +2.1% |
| 3Y | +8.4% | +61.4% | -53.0% | -21.5% |
| 5Y | +18.0% | +33.4% | -15.4% | -4.6% |
| 10Y | +30.3% | +201.5% | -171.3% | -38.9% |
| All | +505.8% | +797.8% | -292.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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