+1,179.1%
VST vs EIX
+34.9%
+1,144.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +19.2% | -1.5% | +20.6% | +19.7% |
| 30D | -17.2% | +8.1% | -25.3% | -20.0% |
| 3M | -8.1% | -12.1% | +4.0% | -5.8% |
| 6M | -8.1% | -13.4% | +5.3% | -5.8% |
| YTD | -16.3% | +5.6% | -21.8% | -21.7% |
| 1Y | -24.1% | +7.8% | -31.9% | -29.8% |
| 3Y | +300.2% | +9.8% | +290.4% | +258.4% |
| 5Y | +645.9% | +18.8% | +627.1% | +538.9% |
| All | +1,179.1% | +34.9% | +1,144.2% | +986.6% |
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 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