+721.2%
EIX vs VSAT
+1,481.5%
-760.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -2.5% | +12.5% | -15.0% | -3.7% |
| 30D | +7.7% | +11.0% | -3.3% | +6.2% |
| 3M | -12.9% | -11.1% | -1.7% | -12.6% |
| 6M | -12.7% | +2.8% | -15.5% | -14.5% |
| YTD | +5.5% | +118.0% | -112.5% | -4.5% |
| 1Y | +9.4% | +97.1% | -87.7% | -0.4% |
| 3Y | +9.7% | +296.8% | -287.1% | -12.7% |
| 5Y | +16.9% | +38.7% | -21.8% | -0.4% |
| 10Y | +34.3% | -7.4% | +41.7% | +14.2% |
| All | +721.2% | +1,481.5% | -760.3% | +426.8% |
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