+1,112.0%
VST vs EIX
+29.5%
+1,082.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.0% | +11.5% |
| 7D | -9.8% | +1.0% | -10.8% | -10.5% |
| 30D | -25.1% | +9.1% | -34.3% | -28.0% |
| 3M | -11.6% | -10.2% | -1.3% | -10.3% |
| 6M | -20.9% | -11.2% | -9.7% | -19.9% |
| YTD | -22.3% | +4.5% | -26.8% | -27.0% |
| 1Y | -32.0% | +10.9% | -42.9% | -38.0% |
| 3Y | +262.4% | +8.4% | +254.0% | +226.2% |
| 5Y | +563.4% | +18.0% | +545.4% | +469.6% |
| All | +1,112.0% | +29.5% | +1,082.6% | +901.0% |
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