+376.6%
EFA vs VSAT
+310.2%
+66.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +1.0% |
| 7D | +2.2% | +5.9% | -3.7% | +1.1% |
| 30D | +1.4% | +9.7% | -8.3% | -0.9% |
| 3M | -4.2% | -18.3% | +14.2% | -2.2% |
| 6M | +1.9% | -4.1% | +6.0% | -0.7% |
| YTD | +10.2% | +96.5% | -86.3% | -6.5% |
| 1Y | +12.8% | +89.3% | -76.5% | -4.2% |
| 3Y | +65.2% | +270.1% | -204.9% | +8.2% |
| 5Y | +49.8% | +26.4% | +23.5% | +13.3% |
| 10Y | +145.2% | -16.5% | +161.7% | +87.2% |
| All | +376.6% | +310.2% | +66.4% | +125.6% |
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 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