+1,265.6%
EFX vs VSAT
+1,485.7%
-220.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.0% | -11.4% | -6.9% |
| 7D | -8.6% | +11.8% | -20.4% | -9.8% |
| 30D | +0.1% | -7.0% | +7.2% | +0.7% |
| 3M | +3.8% | +3.3% | +0.6% | +1.7% |
| 6M | -13.5% | +57.4% | -71.0% | -20.2% |
| YTD | -17.7% | +118.6% | -136.2% | -27.5% |
| 1Y | -25.6% | +150.2% | -175.8% | -36.2% |
| 3Y | -12.1% | +160.7% | -172.8% | -31.4% |
| 5Y | -33.8% | +51.2% | -85.0% | -46.8% |
| 10Y | +45.1% | -0.7% | +45.8% | +17.7% |
| All | +1,265.6% | +1,485.7% | -220.1% | +630.7% |
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