+128.1%
VTR vs EIX
-4.8%
+132.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | 0.0% |
| 7D | -2.9% | +4.1% | -7.0% | -3.7% |
| 30D | -2.8% | -15.3% | +12.5% | -0.7% |
| 3M | +9.0% | -18.4% | +27.5% | +12.1% |
| 6M | +5.0% | -16.8% | +21.8% | +7.4% |
| YTD | +16.9% | -0.6% | +17.5% | +14.6% |
| 1Y | +34.3% | +10.7% | +23.6% | +28.0% |
| All | +128.1% | -4.8% | +132.9% | +114.8% |
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