+314.0%
EAT vs VSAT
-5.9%
+319.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -5.9% | -0.5% | -5.4% | -6.7% |
| 30D | +0.7% | +4.0% | -3.3% | -1.6% |
| 3M | -14.2% | -11.8% | -2.5% | -13.2% |
| 6M | +40.7% | +6.9% | +33.8% | +30.8% |
| YTD | +36.0% | +117.2% | -81.3% | +1.5% |
| 1Y | +83.1% | +102.4% | -19.4% | +37.6% |
| 3Y | +474.8% | +295.5% | +179.4% | +176.2% |
| 5Y | +347.6% | +37.0% | +310.6% | +196.7% |
| All | +314.0% | -5.9% | +319.9% | +135.6% |
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