-20.9%
VST vs EIX
+7.5%
-28.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.5% |
| 7D | +8.9% | -19.1% | +28.0% | +10.3% |
| 30D | +6.2% | -16.9% | +23.1% | +7.0% |
| 3M | -2.7% | -20.0% | +17.3% | -1.7% |
| 6M | -8.4% | -21.3% | +13.0% | -7.5% |
| YTD | -7.2% | -1.7% | -5.5% | -9.8% |
| 1Y | -20.9% | +9.6% | -30.5% | -24.6% |
| All | -20.9% | +7.5% | -28.4% | -24.6% |
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