+143.2%
EIX vs VT
+363.9%
-220.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.0% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | +15.2% | -1.4% | +16.6% | +16.3% |
| 3M | -11.6% | -1.4% | -10.2% | -10.9% |
| 6M | -8.4% | +5.5% | -13.8% | -12.0% |
| YTD | +8.2% | +12.8% | -4.6% | -0.8% |
| 1Y | +16.6% | +15.4% | +1.2% | +5.2% |
| 3Y | +12.0% | +76.9% | -64.9% | -24.4% |
| 5Y | +24.1% | +60.4% | -36.3% | -11.4% |
| 10Y | +34.9% | +232.8% | -197.9% | -40.4% |
| All | +143.2% | +363.9% | -220.7% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling