+90.3%
VTR vs EIX
+22.7%
+67.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -1.8% | +0.8% | -2.6% | -2.1% |
| 30D | +4.0% | -18.8% | +22.8% | +9.1% |
| 3M | +7.8% | -19.7% | +27.5% | +13.1% |
| 6M | +6.4% | -18.2% | +24.6% | +10.7% |
| YTD | +18.3% | -1.7% | +20.1% | +14.7% |
| 1Y | +33.9% | +7.8% | +26.2% | +25.1% |
| 3Y | +134.3% | -5.6% | +139.9% | +123.9% |
| 5Y | +90.3% | +23.7% | +66.6% | +58.9% |
| All | +90.3% | +22.7% | +67.6% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling