+296.7%
VST vs EIX
+10.6%
+286.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +6.6% | +1.4% | +5.2% | +6.3% |
| 30D | -12.4% | +8.5% | -20.9% | -14.3% |
| 3M | -9.0% | -13.5% | +4.5% | -6.9% |
| 6M | -6.4% | -12.4% | +5.9% | -5.3% |
| YTD | -17.2% | +5.9% | -23.1% | -22.0% |
| 1Y | -22.0% | +7.6% | -29.6% | -27.1% |
| 3Y | +296.7% | +12.8% | +283.9% | +266.5% |
| All | +296.7% | +10.6% | +286.1% | +266.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling