+718.4%
VTV vs EIX
+492.3%
+226.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -2.6% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | +0.1% | -13.5% | +13.7% | +3.7% |
| 3M | +6.2% | -15.3% | +21.5% | +10.5% |
| 6M | +13.5% | -15.3% | +28.8% | +17.7% |
| YTD | +18.9% | +2.7% | +16.1% | +13.2% |
| 1Y | +25.8% | +17.4% | +8.3% | +12.8% |
| 3Y | +68.7% | -1.3% | +70.1% | +57.7% |
| 5Y | +80.3% | +27.2% | +53.1% | +47.4% |
| 10Y | +226.3% | +22.7% | +203.6% | +148.8% |
| All | +718.4% | +492.3% | +226.0% | +201.9% |
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 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