+778.9%
VLO vs EIX
+34.9%
+744.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.8% | -1.5% | +8.2% | +7.3% |
| 30D | -17.9% | +8.1% | -26.0% | -20.1% |
| 3M | +13.5% | -12.1% | +25.7% | +15.9% |
| 6M | +53.0% | -13.4% | +66.5% | +56.2% |
| YTD | +133.7% | +5.6% | +128.2% | +119.2% |
| 1Y | +115.7% | +7.8% | +107.8% | +100.4% |
| 3Y | +231.9% | +9.8% | +222.1% | +193.9% |
| 5Y | +471.6% | +18.8% | +452.7% | +377.4% |
| All | +778.9% | +34.9% | +744.0% | +520.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling