+393.0%
EFA vs VSAT
+370.9%
+22.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -1.1% |
| 7D | +1.2% | +17.3% | -16.1% | -1.5% |
| 30D | -0.7% | -3.3% | +2.5% | -0.4% |
| 3M | +6.4% | +18.7% | -12.3% | +1.7% |
| 6M | +11.4% | +77.6% | -66.2% | -1.6% |
| YTD | +14.0% | +125.6% | -111.6% | -4.4% |
| 1Y | +20.2% | +158.3% | -138.1% | -2.8% |
| 3Y | +68.2% | +226.1% | -157.9% | +13.9% |
| 5Y | +54.8% | +54.7% | +0.1% | +13.1% |
| 10Y | +142.4% | +3.5% | +138.9% | +79.3% |
| All | +393.0% | +370.9% | +22.1% | +130.7% |
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