+897.3%
VST vs EIX
+34.2%
+863.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.8% |
| 7D | -19.9% | +2.5% | -22.4% | -20.9% |
| 30D | -29.7% | +14.1% | -43.7% | -33.4% |
| 3M | -19.6% | -9.4% | -10.1% | -18.5% |
| 6M | -29.4% | -9.1% | -20.3% | -29.0% |
| YTD | -29.7% | +7.1% | -36.9% | -34.6% |
| 1Y | -40.0% | +13.3% | -53.3% | -45.7% |
| 3Y | +231.0% | +10.9% | +220.1% | +195.6% |
| 5Y | +500.1% | +21.0% | +479.1% | +410.5% |
| 10Y | +1,004.2% | +33.6% | +970.6% | +775.7% |
| All | +897.3% | +34.2% | +863.2% | +682.5% |
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 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