+70.6%
VZ vs EIX
+33.0%
+37.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.4% | +1.0% | +1.4% | +2.2% |
| 30D | +11.2% | +8.9% | +2.3% | +9.2% |
| 3M | 0.0% | -9.8% | +9.8% | +1.0% |
| 6M | +1.3% | -10.2% | +11.5% | +2.3% |
| YTD | +21.3% | +5.9% | +15.3% | +17.5% |
| 1Y | +23.9% | +10.9% | +13.0% | +18.7% |
| 3Y | +57.7% | +10.2% | +47.5% | +48.5% |
| 5Y | +21.2% | +17.0% | +4.2% | +11.8% |
| 10Y | +70.6% | +35.1% | +35.5% | +39.9% |
| All | +70.6% | +33.0% | +37.6% | +39.9% |
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 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