+221.8%
VT vs EIX
+35.3%
+186.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | -1.5% | +8.5% | -10.1% | -3.4% |
| 3M | -4.1% | -13.5% | +9.3% | -1.9% |
| 6M | +0.6% | -12.4% | +12.9% | +2.1% |
| YTD | +11.0% | +5.9% | +5.1% | +6.7% |
| 1Y | +13.3% | +7.6% | +5.8% | +8.3% |
| 3Y | +73.4% | +12.8% | +60.6% | +59.5% |
| 5Y | +57.4% | +19.2% | +38.2% | +40.9% |
| All | +221.8% | +35.3% | +186.5% | +162.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling