+1,058.2%
EIX vs VSH
+1,674.8%
-616.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.3% |
| 7D | -19.1% | +4.1% | -23.2% | -19.5% |
| 30D | -16.9% | -4.2% | -12.7% | -16.6% |
| 3M | -20.0% | -50.0% | +30.0% | -14.1% |
| 6M | -21.3% | +80.2% | -101.5% | -28.9% |
| YTD | -1.7% | +121.1% | -122.8% | -13.8% |
| 1Y | +9.6% | +112.0% | -102.4% | -3.8% |
| 3Y | -3.7% | +22.5% | -26.2% | -11.2% |
| 5Y | +22.6% | +64.0% | -41.4% | +7.8% |
| 10Y | +17.7% | +170.4% | -152.7% | -4.9% |
| All | +1,058.2% | +1,674.8% | -616.6% | +592.3% |
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