+3,645.9%
EAT vs VSAT
+1,465.7%
+2,180.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +16.3% | -17.8% | -4.3% |
| 7D | -3.9% | +0.4% | -4.3% | -4.7% |
| 30D | +5.0% | +3.3% | +1.7% | +3.4% |
| 3M | -9.6% | -7.5% | -2.1% | -9.6% |
| 6M | +46.8% | +6.2% | +40.5% | +39.8% |
| YTD | +41.8% | +115.8% | -74.0% | +16.7% |
| 1Y | +98.3% | +107.7% | -9.4% | +63.0% |
| 3Y | +503.1% | +292.0% | +211.0% | +283.8% |
| 5Y | +356.7% | +35.3% | +321.4% | +237.0% |
| 10Y | +349.8% | -5.2% | +355.0% | +243.7% |
| All | +3,645.9% | +1,465.7% | +2,180.2% | +2,047.8% |
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