-34.6%
ELAN vs VSAT
+12.3%
-46.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.2% | -0.6% |
| 7D | -4.6% | +3.5% | -8.1% | -5.2% |
| 30D | +5.7% | -14.7% | +20.4% | +8.2% |
| 3M | -3.9% | +13.2% | -17.0% | -7.5% |
| 6M | -1.6% | +57.4% | -59.0% | -11.1% |
| YTD | +4.1% | +110.0% | -105.9% | -11.0% |
| 1Y | +25.5% | +134.4% | -108.9% | +3.9% |
| 3Y | +103.2% | +203.5% | -100.3% | +42.2% |
| 5Y | -29.8% | +47.1% | -76.9% | -45.6% |
| All | -34.6% | +12.3% | -46.9% | -53.5% |
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