+13.8%
VRT vs EIX
+18.9%
-5.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.1% | -16.0% | -12.9% |
| 7D | -15.4% | +4.5% | -19.9% | -15.5% |
| 30D | -19.0% | +15.2% | -34.2% | -19.3% |
| 3M | -23.8% | -11.6% | -12.2% | -24.3% |
| 6M | -37.9% | -8.4% | -29.5% | -39.9% |
| YTD | +27.0% | +8.2% | +18.8% | +23.8% |
| 1Y | +13.8% | +16.6% | -2.8% | +13.7% |
| All | +13.8% | +18.9% | -5.1% | +13.7% |
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