+348.0%
VT vs EIX
+134.4%
+213.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | -4.2% | +2.5% | -6.7% | -5.1% |
| 30D | -5.8% | +14.1% | -19.9% | -10.3% |
| 3M | -5.2% | -9.4% | +4.2% | -3.9% |
| 6M | +0.1% | -9.1% | +9.2% | +0.8% |
| YTD | +8.2% | +7.1% | +1.1% | +1.4% |
| 1Y | +10.1% | +13.3% | -3.1% | +0.7% |
| 3Y | +69.7% | +10.9% | +58.8% | +50.6% |
| 5Y | +53.4% | +21.0% | +32.4% | +28.4% |
| 10Y | +219.2% | +33.6% | +185.6% | +129.6% |
| All | +348.0% | +134.4% | +213.6% | +69.0% |
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