+1,131.2%
EIX vs VSH
+1,203.4%
-72.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -3.2% |
| 7D | +1.0% | -12.9% | +13.9% | +2.4% |
| 30D | +9.1% | -36.9% | +46.0% | +14.7% |
| 3M | -10.2% | -28.8% | +18.5% | -7.4% |
| 6M | -11.2% | -30.3% | +19.1% | -10.1% |
| YTD | +4.5% | +62.4% | -57.9% | -5.7% |
| 1Y | +10.9% | +62.5% | -51.6% | -0.1% |
| 3Y | +8.4% | +7.4% | +1.0% | +0.6% |
| 5Y | +18.0% | +25.4% | -7.5% | +6.3% |
| 10Y | +30.3% | +102.6% | -72.4% | +8.2% |
| All | +1,131.2% | +1,203.4% | -72.2% | +657.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling