+32.2%
EIX vs VT
+223.7%
-191.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.5% |
| 7D | +0.7% | +0.4% | +0.4% | +0.4% |
| 30D | +8.8% | -2.6% | +11.3% | +10.7% |
| 3M | -10.9% | -3.2% | -7.7% | -9.0% |
| 6M | -10.3% | +0.9% | -11.2% | -11.5% |
| YTD | +5.8% | +11.3% | -5.5% | -3.2% |
| 1Y | +11.4% | +14.0% | -2.6% | -0.1% |
| 3Y | +11.1% | +75.8% | -64.8% | -29.0% |
| 5Y | +18.5% | +57.8% | -39.4% | -18.6% |
| 10Y | +32.2% | +219.8% | -187.6% | -49.1% |
| All | +32.2% | +223.7% | -191.5% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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