-30.2%
EL vs VSAT
+219.7%
-249.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.5% |
| 7D | +1.7% | +17.3% | -15.6% | -0.3% |
| 30D | +15.5% | -3.3% | +18.8% | +15.8% |
| 3M | +20.6% | +18.7% | +1.8% | +16.5% |
| 6M | +10.5% | +77.6% | -67.1% | +0.5% |
| YTD | -1.9% | +125.6% | -127.5% | -14.1% |
| 1Y | +16.1% | +158.3% | -142.2% | -0.8% |
| 3Y | -30.2% | +226.1% | -256.4% | -46.0% |
| All | -30.2% | +219.7% | -249.9% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling