+665.4%
EIX vs VSAT
+1,485.7%
-820.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.4% |
| 7D | -19.1% | +11.8% | -30.9% | -19.9% |
| 30D | -16.9% | -7.0% | -9.9% | -16.5% |
| 3M | -20.0% | +3.3% | -23.3% | -21.1% |
| 6M | -21.3% | +57.4% | -78.8% | -25.8% |
| YTD | -1.7% | +118.6% | -120.3% | -10.5% |
| 1Y | +9.6% | +150.2% | -140.7% | -2.2% |
| 3Y | -3.7% | +160.7% | -164.4% | -20.0% |
| 5Y | +22.6% | +51.2% | -28.6% | +3.8% |
| 10Y | +17.7% | -0.7% | +18.3% | 0.0% |
| All | +665.4% | +1,485.7% | -820.3% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling