+35.4%
EIX vs VSH
+124.9%
-89.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.8% |
| 7D | -1.5% | +26.2% | -27.7% | -5.3% |
| 30D | +8.1% | -12.5% | +20.6% | +9.5% |
| 3M | -12.1% | -16.9% | +4.8% | -10.8% |
| 6M | -13.4% | -17.0% | +3.5% | -15.5% |
| YTD | +5.6% | +93.8% | -88.2% | -15.1% |
| 1Y | +7.8% | +99.3% | -91.5% | -14.0% |
| 3Y | +9.8% | +35.0% | -25.2% | -8.5% |
| 5Y | +18.8% | +45.8% | -27.0% | -5.3% |
| All | +35.4% | +124.9% | -89.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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