+28.0%
EIX vs VT
+215.5%
-187.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +1.0% | -2.3% | +3.3% | +2.6% |
| 30D | +9.1% | -5.0% | +14.1% | +13.0% |
| 3M | -10.2% | -4.9% | -5.4% | -7.2% |
| 6M | -11.2% | -1.5% | -9.7% | -10.9% |
| YTD | +4.5% | +8.5% | -4.0% | -2.7% |
| 1Y | +10.9% | +11.4% | -0.5% | +1.2% |
| 3Y | +8.4% | +70.1% | -61.7% | -28.9% |
| 5Y | +18.0% | +53.7% | -35.8% | -17.4% |
| All | +28.0% | +215.5% | -187.5% | -50.2% |
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