+109.2%
VLO vs EIX
+9.4%
+99.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.7% |
| 7D | -0.4% | -2.5% | +2.1% | -0.7% |
| 30D | -16.6% | +7.7% | -24.3% | -16.2% |
| 3M | +12.3% | -12.9% | +25.1% | +11.4% |
| 6M | +47.8% | -12.7% | +60.5% | +46.5% |
| YTD | +126.7% | +5.5% | +121.3% | +116.4% |
| All | +109.2% | +9.4% | +99.8% | +99.0% |
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