+65.5%
VZ vs EIX
+30.9%
+34.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +10.6% | +8.8% | +1.8% | +8.6% |
| 3M | -0.6% | -10.9% | +10.3% | +0.7% |
| 6M | +0.7% | -10.3% | +11.0% | +1.7% |
| YTD | +20.6% | +5.8% | +14.8% | +16.9% |
| 1Y | +22.7% | +11.4% | +11.4% | +17.4% |
| 3Y | +57.2% | +11.1% | +46.2% | +47.7% |
| 5Y | +21.4% | +18.5% | +2.9% | +11.6% |
| 10Y | +65.5% | +32.2% | +33.3% | +36.1% |
| All | +65.5% | +30.9% | +34.5% | +36.1% |
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