+161.1%
ECL vs VSAT
+4.2%
+156.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.8% |
| 7D | -0.8% | +17.3% | -18.1% | -2.5% |
| 30D | -2.5% | -3.3% | +0.8% | -2.3% |
| 3M | +8.3% | +18.7% | -10.4% | +4.9% |
| 6M | -1.1% | +77.6% | -78.6% | -9.5% |
| YTD | +6.5% | +125.6% | -119.1% | -6.1% |
| 1Y | +2.1% | +158.3% | -156.2% | -12.4% |
| 3Y | +57.6% | +226.1% | -168.5% | +19.3% |
| 5Y | +28.1% | +54.7% | -26.6% | +5.1% |
| All | +161.1% | +4.2% | +156.9% | +94.1% |
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