+341.4%
ELF vs VSAT
-9.2%
+350.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.7% | -2.0% | +4.6% |
| 7D | +4.0% | -17.0% | +21.0% | +6.7% |
| 30D | +10.6% | -9.8% | +20.3% | +11.7% |
| 3M | +25.8% | -22.0% | +47.8% | +29.4% |
| 6M | +89.1% | -5.0% | +94.0% | +85.1% |
| YTD | +52.7% | +85.6% | -32.8% | +31.8% |
| 1Y | +51.7% | +80.2% | -28.5% | +31.0% |
| 3Y | +14.2% | +250.0% | -235.8% | -19.3% |
| 5Y | +270.7% | -4.6% | +275.3% | +225.5% |
| All | +341.4% | -9.2% | +350.7% | +250.9% |
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