+222.7%
VT vs EIX
+34.9%
+187.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | -1.5% | +4.3% | +3.2% |
| 30D | -2.5% | +8.1% | -10.6% | -4.3% |
| 3M | -3.3% | -12.1% | +8.8% | -1.5% |
| 6M | +1.5% | -13.4% | +15.0% | +3.4% |
| YTD | +11.4% | +5.6% | +5.8% | +7.0% |
| 1Y | +11.9% | +7.8% | +4.1% | +6.9% |
| 3Y | +73.9% | +9.8% | +64.1% | +61.2% |
| 5Y | +57.9% | +18.8% | +39.0% | +41.5% |
| All | +222.7% | +34.9% | +187.9% | +163.5% |
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 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