-25.6%
EFX vs VSAT
+155.3%
-180.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.0% | -11.4% | -6.3% |
| 7D | -8.6% | +11.8% | -20.4% | -8.5% |
| 30D | +0.1% | -7.0% | +7.2% | 0.0% |
| 3M | +3.8% | +3.3% | +0.6% | +3.9% |
| 6M | -13.5% | +57.4% | -71.0% | -15.6% |
| YTD | -17.7% | +118.6% | -136.2% | -21.1% |
| 1Y | -25.6% | +150.2% | -175.8% | -29.7% |
| All | -25.6% | +155.3% | -180.9% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling