+143.6%
VLO vs EIX
+7.5%
+136.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | +5.2% | -19.1% | +24.3% | +3.8% |
| 30D | +22.6% | -16.9% | +39.5% | +21.1% |
| 3M | +43.8% | -20.0% | +63.8% | +41.6% |
| 6M | +65.7% | -21.3% | +87.1% | +63.0% |
| YTD | +131.1% | -1.7% | +132.8% | +127.1% |
| 1Y | +143.6% | +9.6% | +134.1% | +138.4% |
| All | +143.6% | +7.5% | +136.1% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling