+96.3%
VTR vs EIX
+19.9%
+76.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -0.3% | -1.4% | +1.0% | +0.2% |
| 30D | +1.1% | -19.3% | +20.4% | +8.9% |
| 3M | +7.9% | -21.7% | +29.6% | +17.3% |
| 6M | +6.2% | -19.8% | +26.0% | +13.8% |
| YTD | +17.7% | -3.0% | +20.8% | +13.8% |
| 1Y | +32.9% | +5.1% | +27.8% | +22.6% |
| 3Y | +129.7% | -7.0% | +136.7% | +116.6% |
| 5Y | +89.3% | +22.0% | +67.3% | +49.0% |
| All | +96.3% | +19.9% | +76.5% | +49.6% |
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