+443.5%
VRTX vs EIX
+23.2%
+420.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -4.0% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | +6.6% | -13.5% | +20.2% | +8.6% |
| 3M | +19.4% | -15.3% | +34.7% | +22.0% |
| 6M | +15.8% | -15.3% | +31.1% | +18.2% |
| YTD | +16.7% | +2.7% | +13.9% | +14.1% |
| 1Y | +33.8% | +17.4% | +16.4% | +26.9% |
| 3Y | +54.2% | -1.3% | +55.5% | +49.4% |
| 5Y | +176.4% | +27.2% | +149.2% | +150.4% |
| 10Y | +443.5% | +22.7% | +420.8% | +379.4% |
| All | +443.5% | +23.2% | +420.3% | +379.4% |
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