+500.1%
VST vs EIX
+22.1%
+478.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.8% |
| 7D | -19.9% | +2.5% | -22.4% | -20.7% |
| 30D | -29.7% | +14.1% | -43.7% | -32.9% |
| 3M | -19.6% | -9.4% | -10.1% | -18.7% |
| 6M | -29.4% | -9.1% | -20.3% | -29.2% |
| YTD | -29.7% | +7.1% | -36.9% | -34.9% |
| 1Y | -40.0% | +13.3% | -53.3% | -46.0% |
| 3Y | +231.0% | +10.9% | +220.1% | +192.7% |
| 5Y | +500.1% | +21.0% | +479.1% | +404.1% |
| All | +500.1% | +22.1% | +478.0% | +404.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling