+2,826.7%
VRT vs EIX
+28.8%
+2,797.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +2.3% |
| 7D | +13.6% | +0.9% | +12.7% | +13.2% |
| 30D | +6.8% | -13.5% | +20.3% | +9.8% |
| 3M | -3.2% | -15.3% | +12.0% | -0.7% |
| 6M | +20.3% | -15.3% | +35.7% | +23.4% |
| YTD | +79.6% | +2.7% | +76.9% | +71.6% |
| 1Y | +139.0% | +17.4% | +121.6% | +116.4% |
| 3Y | +644.6% | -1.3% | +645.9% | +598.6% |
| 5Y | +1,024.4% | +27.2% | +997.2% | +858.4% |
| All | +2,826.7% | +28.8% | +2,797.9% | +2,235.3% |
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