+1,172.5%
EL vs VSAT
+1,465.7%
-293.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +16.3% | -13.5% | +0.8% |
| 7D | +8.0% | +0.4% | +7.7% | +7.6% |
| 30D | +15.4% | +3.3% | +12.1% | +14.2% |
| 3M | +28.5% | -7.5% | +36.0% | +28.5% |
| 6M | +32.2% | +6.2% | +26.0% | +28.0% |
| YTD | +9.2% | +115.8% | -106.6% | -4.8% |
| 1Y | +30.8% | +107.7% | -76.9% | +14.2% |
| 3Y | +3.7% | +292.0% | -288.4% | -23.5% |
| 5Y | -64.8% | +35.3% | -100.1% | -71.5% |
| 10Y | +60.0% | -5.2% | +65.2% | +29.5% |
| All | +1,172.5% | +1,465.7% | -293.2% | +607.6% |
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