+328.4%
ELF vs VSAT
-4.0%
+332.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.2% | +1.0% | -3.4% |
| 7D | +3.4% | +20.0% | -16.6% | +0.4% |
| 30D | +5.0% | +6.5% | -1.5% | +3.3% |
| 3M | +22.6% | -18.3% | +40.9% | +25.1% |
| 6M | +104.0% | +0.4% | +103.6% | +98.2% |
| YTD | +49.3% | +106.7% | -57.4% | +26.6% |
| 1Y | +46.0% | +89.9% | -43.8% | +24.9% |
| 3Y | +19.4% | +276.3% | -256.9% | -16.6% |
| 5Y | +262.0% | +32.9% | +229.1% | +193.2% |
| 10Y | +320.5% | -12.2% | +332.7% | +223.0% |
| All | +328.4% | -4.0% | +332.4% | +247.4% |
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