-30.8%
EFX vs VSAT
+138.1%
-168.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | -11.1% | +3.4% | -14.6% | -11.0% |
| 30D | -7.4% | -12.2% | +4.9% | -7.5% |
| 3M | +1.5% | +20.6% | -19.1% | +0.9% |
| 6M | -13.7% | +60.2% | -73.9% | -15.8% |
| YTD | -21.9% | +115.3% | -137.1% | -25.0% |
| 1Y | -30.8% | +154.6% | -185.3% | -34.5% |
| All | -30.8% | +138.1% | -168.9% | -34.5% |
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