+1,481.1%
VTR vs EIX
+586.6%
+894.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -1.7% | -19.1% | +17.4% | +3.3% |
| 30D | -2.4% | -16.9% | +14.5% | +1.5% |
| 3M | +14.8% | -20.0% | +34.8% | +20.7% |
| 6M | +5.3% | -21.3% | +26.7% | +11.1% |
| YTD | +18.1% | -1.7% | +19.8% | +16.2% |
| 1Y | +36.7% | +9.6% | +27.2% | +29.8% |
| 3Y | +130.1% | -3.7% | +133.8% | +123.0% |
| 5Y | +89.5% | +22.6% | +66.9% | +70.4% |
| 10Y | +87.4% | +17.7% | +69.7% | +70.6% |
| All | +1,481.1% | +586.6% | +894.4% | +911.7% |
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