+469.9%
EIX vs VO
+827.2%
-357.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -19.1% | -0.3% | -18.8% | -18.9% |
| 30D | -16.9% | -0.3% | -16.6% | -16.7% |
| 3M | -20.0% | +2.9% | -23.0% | -21.6% |
| 6M | -21.3% | +9.3% | -30.7% | -26.0% |
| YTD | -1.7% | +14.2% | -15.9% | -10.3% |
| 1Y | +9.6% | +15.3% | -5.7% | -0.7% |
| 3Y | -3.7% | +56.2% | -59.9% | -28.7% |
| 5Y | +22.6% | +42.4% | -19.8% | -5.1% |
| 10Y | +17.7% | +194.7% | -177.1% | -44.0% |
| All | +469.9% | +827.2% | -357.4% | +21.7% |
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