+619.5%
VRT vs EIX
-3.3%
+622.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +4.2% |
| 7D | +9.1% | -19.1% | +28.2% | +11.8% |
| 30D | +0.9% | -16.9% | +17.8% | +2.8% |
| 3M | -13.4% | -20.0% | +6.6% | -11.9% |
| 6M | +11.7% | -21.3% | +33.0% | +14.0% |
| YTD | +73.2% | -1.7% | +74.9% | +67.6% |
| 1Y | +123.4% | +9.6% | +113.9% | +109.5% |
| All | +619.5% | -3.3% | +622.9% | +549.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling