+654.5%
VST vs EIX
+19.1%
+635.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +6.9% |
| 7D | -0.5% | +0.7% | -1.2% | -1.0% |
| 30D | -17.1% | +8.8% | -25.8% | -19.7% |
| 3M | -4.6% | -10.9% | +6.3% | -3.0% |
| 6M | -9.1% | -10.3% | +1.2% | -8.5% |
| YTD | -16.6% | +5.8% | -22.5% | -22.5% |
| 1Y | -29.5% | +11.4% | -40.8% | -36.1% |
| 3Y | +297.5% | +11.1% | +286.5% | +249.8% |
| 5Y | +654.5% | +18.5% | +636.1% | +539.9% |
| All | +654.5% | +19.1% | +635.4% | +539.9% |
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