+79.7%
EFX vs VSAT
-16.2%
+95.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.7% | +1.2% |
| 7D | -0.8% | +5.9% | -6.7% | -1.5% |
| 30D | +25.1% | +9.7% | +15.4% | +23.1% |
| 3M | +1.7% | -18.3% | +20.0% | +2.7% |
| 6M | +18.4% | -4.1% | +22.4% | +15.4% |
| YTD | -12.5% | +96.5% | -109.0% | -23.1% |
| 1Y | -8.1% | +89.3% | -97.3% | -19.2% |
| 3Y | +4.8% | +270.1% | -265.3% | -24.5% |
| 5Y | -30.1% | +26.4% | -56.5% | -42.2% |
| All | +79.7% | -16.2% | +95.9% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling