+1,148.4%
EIX vs VSH
+1,399.9%
-251.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +1.0% | -1.6% | +2.6% | +0.9% |
| 30D | +8.9% | -21.3% | +30.2% | +11.3% |
| 3M | -9.8% | -18.9% | +9.1% | -8.4% |
| 6M | -10.2% | -21.4% | +11.2% | -10.4% |
| YTD | +5.9% | +86.8% | -80.9% | -6.1% |
| 1Y | +10.9% | +85.8% | -74.9% | -1.8% |
| 3Y | +10.2% | +30.1% | -19.9% | -0.2% |
| 5Y | +17.0% | +42.8% | -25.8% | +3.8% |
| 10Y | +35.1% | +121.2% | -86.1% | +10.9% |
| All | +1,148.4% | +1,399.9% | -251.6% | +654.7% |
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