+127.4%
VTR vs EIX
+10.6%
+116.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +5.5% | +8.5% | -3.1% | +4.0% |
| 3M | -0.9% | -13.5% | +12.5% | +0.9% |
| 6M | -0.4% | -12.4% | +11.9% | +0.9% |
| YTD | +17.0% | +5.9% | +11.1% | +13.6% |
| 1Y | +18.0% | +7.6% | +10.4% | +14.1% |
| 3Y | +127.4% | +12.8% | +114.6% | +102.4% |
| All | +127.4% | +10.6% | +116.8% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling