+1,067.9%
EL vs VSAT
+1,485.7%
-417.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.0% | -2.0% | +2.3% |
| 7D | +0.8% | +11.8% | -11.0% | -0.6% |
| 30D | +19.8% | -7.0% | +26.9% | +20.8% |
| 3M | +25.7% | +3.3% | +22.4% | +23.4% |
| 6M | +5.4% | +57.4% | -52.0% | -2.8% |
| YTD | +0.2% | +118.6% | -118.4% | -12.0% |
| 1Y | +20.4% | +150.2% | -129.8% | +3.2% |
| 3Y | -32.1% | +160.7% | -192.8% | -47.0% |
| 5Y | -67.2% | +51.2% | -118.4% | -73.6% |
| 10Y | +31.7% | -0.7% | +32.4% | +6.9% |
| All | +1,067.9% | +1,485.7% | -417.8% | +554.0% |
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 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