+18.5%
EIX vs VSAT
+33.0%
-14.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +16.3% | -15.0% | +0.4% |
| 7D | +0.7% | +0.4% | +0.4% | +0.5% |
| 30D | +8.8% | +3.3% | +5.5% | +8.2% |
| 3M | -10.9% | -7.5% | -3.4% | -10.9% |
| 6M | -10.3% | +6.2% | -16.5% | -11.7% |
| YTD | +5.8% | +115.8% | -110.0% | -1.3% |
| 1Y | +11.4% | +107.7% | -96.3% | +3.9% |
| 3Y | +11.1% | +292.0% | -281.0% | -6.0% |
| 5Y | +18.5% | +35.3% | -16.8% | +5.7% |
| All | +18.5% | +33.0% | -14.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling