-50.0%
VTRS vs EIX
+19.9%
-69.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | +3.3% | -19.3% | +22.6% | +7.3% |
| 3M | +2.0% | -21.7% | +23.7% | +6.6% |
| 6M | +19.9% | -19.8% | +39.8% | +24.4% |
| YTD | +35.7% | -3.0% | +38.8% | +33.7% |
| 1Y | +68.1% | +5.1% | +63.0% | +61.9% |
| 3Y | +87.1% | -7.0% | +94.1% | +83.4% |
| 5Y | +47.6% | +22.0% | +25.6% | +34.6% |
| All | -50.0% | +19.9% | -69.8% | -55.1% |
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