+367.4%
EAT vs VSAT
+3.3%
+364.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -7.7% | -1.3% | -6.4% | -7.5% |
| 30D | -13.6% | -14.8% | +1.2% | -10.4% |
| 3M | +33.9% | +2.2% | +31.7% | +29.4% |
| 6M | +47.2% | +60.2% | -13.0% | +23.6% |
| YTD | +48.1% | +115.6% | -67.6% | +12.5% |
| 1Y | +33.7% | +132.9% | -99.2% | -3.2% |
| 3Y | +595.8% | +216.1% | +379.7% | +267.4% |
| 5Y | +314.4% | +52.9% | +261.4% | +151.9% |
| All | +367.4% | +3.3% | +364.1% | +170.5% |
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