+35.4%
EIX vs VSAT
-11.9%
+47.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.6% |
| 7D | -1.5% | +20.0% | -21.4% | -3.3% |
| 30D | +8.1% | +6.5% | +1.6% | +6.9% |
| 3M | -12.1% | -18.3% | +6.2% | -11.1% |
| 6M | -13.4% | +0.4% | -13.8% | -15.3% |
| YTD | +5.6% | +106.7% | -101.2% | -5.7% |
| 1Y | +7.8% | +89.9% | -82.0% | -3.1% |
| 3Y | +9.8% | +276.3% | -266.5% | -16.8% |
| 5Y | +18.8% | +32.9% | -14.1% | +1.4% |
| All | +35.4% | -11.9% | +47.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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