+2,010.2%
VRT vs EIX
+32.4%
+1,977.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +18.6% | -1.5% | +20.1% | +19.1% |
| 30D | -11.7% | +8.1% | -19.8% | -13.9% |
| 3M | -27.3% | -12.1% | -15.1% | -25.6% |
| 6M | -42.9% | -13.4% | -29.4% | -41.9% |
| YTD | +29.5% | +5.6% | +23.9% | +22.6% |
| 1Y | +21.0% | +7.8% | +13.2% | +13.5% |
| 3Y | +403.1% | +9.8% | +393.3% | +353.4% |
| 5Y | +688.8% | +18.8% | +670.0% | +587.4% |
| All | +2,010.2% | +32.4% | +1,977.8% | +1,568.3% |
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