+432.2%
VLO vs EIX
+19.1%
+413.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.8% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -17.8% | +8.8% | -26.5% | -18.8% |
| 3M | +19.6% | -10.9% | +30.5% | +20.5% |
| 6M | +49.3% | -10.3% | +59.6% | +49.6% |
| YTD | +122.4% | +5.8% | +116.6% | +113.5% |
| 1Y | +107.4% | +11.4% | +96.1% | +96.7% |
| 3Y | +223.1% | +11.1% | +212.0% | +195.1% |
| 5Y | +432.2% | +18.5% | +413.7% | +383.6% |
| All | +432.2% | +19.1% | +413.1% | +383.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling