+1,162.4%
VST vs EIX
+33.0%
+1,129.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -6.0% | +1.0% | -7.0% | -6.6% |
| 30D | -18.8% | +8.9% | -27.6% | -21.7% |
| 3M | -8.0% | -9.8% | +1.8% | -6.8% |
| 6M | -10.9% | -10.2% | -0.7% | -10.1% |
| YTD | -18.3% | +5.9% | -24.3% | -23.7% |
| 1Y | -29.9% | +10.9% | -40.8% | -36.0% |
| 3Y | +290.3% | +10.2% | +280.1% | +249.0% |
| 5Y | +635.3% | +17.0% | +618.3% | +534.1% |
| 10Y | +1,162.4% | +35.1% | +1,127.3% | +958.8% |
| All | +1,162.4% | +33.0% | +1,129.4% | +958.8% |
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