+1,216.9%
VST vs EIX
+23.1%
+1,193.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +8.9% | -19.1% | +28.0% | +16.2% |
| 30D | +6.2% | -16.9% | +23.1% | +11.7% |
| 3M | -2.7% | -20.0% | +17.3% | +3.5% |
| 6M | -8.4% | -21.3% | +13.0% | -2.1% |
| YTD | -7.2% | -1.7% | -5.5% | -10.3% |
| 1Y | -20.9% | +9.6% | -30.5% | -27.6% |
| 3Y | +384.0% | -3.7% | +387.7% | +359.8% |
| 5Y | +757.1% | +22.6% | +734.5% | +625.2% |
| All | +1,216.9% | +23.1% | +1,193.8% | +972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling