+22.9%
EIX vs VSAT
-3.0%
+26.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.7% | -2.5% |
| 7D | +4.1% | +3.5% | +0.6% | +3.7% |
| 30D | -15.3% | -14.7% | -0.6% | -14.1% |
| 3M | -18.4% | +13.2% | -31.6% | -20.5% |
| 6M | -16.8% | +57.4% | -74.2% | -22.4% |
| YTD | -0.6% | +110.0% | -110.5% | -10.6% |
| 1Y | +10.7% | +134.4% | -123.7% | -2.7% |
| 3Y | -4.5% | +203.5% | -208.0% | -24.7% |
| 5Y | +24.0% | +47.1% | -23.1% | +3.4% |
| 10Y | +22.9% | +0.4% | +22.5% | -4.6% |
| All | +22.9% | -3.0% | +26.0% | -4.6% |
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