+50.1%
EFA vs VSAT
+25.1%
+25.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.5% |
| 7D | +2.2% | +5.9% | -3.7% | +1.7% |
| 30D | +1.4% | +9.7% | -8.3% | +0.3% |
| 3M | -4.2% | -18.3% | +14.2% | -3.2% |
| 6M | +1.9% | -4.1% | +6.0% | +0.8% |
| YTD | +10.2% | +96.5% | -86.3% | +2.7% |
| 1Y | +12.8% | +89.3% | -76.5% | +5.2% |
| 3Y | +65.2% | +270.1% | -204.9% | +38.5% |
| All | +50.1% | +25.1% | +25.0% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling