+1,340.6%
EFX vs VSAT
+1,399.8%
-59.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.3% |
| 7D | -3.6% | +20.0% | -23.6% | -5.7% |
| 30D | +25.3% | +6.5% | +18.8% | +23.5% |
| 3M | +3.8% | -18.3% | +22.1% | +4.9% |
| 6M | +12.7% | +0.4% | +12.4% | +9.3% |
| YTD | -13.1% | +106.7% | -119.9% | -23.8% |
| 1Y | -9.3% | +89.9% | -99.2% | -20.0% |
| 3Y | +3.5% | +276.3% | -272.8% | -23.4% |
| 5Y | -30.6% | +32.9% | -63.6% | -43.7% |
| 10Y | +80.2% | -12.2% | +92.4% | +46.9% |
| All | +1,340.6% | +1,399.8% | -59.2% | +668.1% |
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