+63.0%
EL vs VSAT
-5.6%
+68.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +0.3% | +12.5% | -12.2% | -1.6% |
| 30D | +12.3% | +11.0% | +1.3% | +9.8% |
| 3M | +28.4% | -11.1% | +39.5% | +29.2% |
| 6M | +36.7% | +2.8% | +33.9% | +32.2% |
| YTD | +8.4% | +118.0% | -109.6% | -8.4% |
| 1Y | +25.4% | +97.1% | -71.7% | +7.1% |
| 3Y | +3.4% | +296.8% | -293.4% | -29.5% |
| 5Y | -64.8% | +38.7% | -103.4% | -72.5% |
| 10Y | +63.0% | -7.4% | +70.4% | +22.0% |
| All | +63.0% | -5.6% | +68.5% | +22.0% |
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