+4,486.1%
ECL vs VSAT
+1,476.0%
+3,010.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.2% |
| 30D | +8.6% | +4.0% | +4.6% | +7.6% |
| 3M | +7.9% | -11.8% | +19.6% | +8.3% |
| 6M | +21.0% | +6.9% | +14.1% | +17.6% |
| YTD | +17.5% | +117.2% | -99.7% | +4.8% |
| 1Y | +19.7% | +102.4% | -82.8% | +7.1% |
| 3Y | +77.4% | +295.5% | -218.0% | +35.6% |
| 5Y | +38.7% | +37.0% | +1.7% | +15.4% |
| 10Y | +193.5% | -6.0% | +199.5% | +144.0% |
| All | +4,486.1% | +1,476.0% | +3,010.1% | +2,895.4% |
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