+6.9%
EMB vs VSAT
+45.0%
-38.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | 0.0% |
| 7D | 0.0% | +3.5% | -3.5% | -0.1% |
| 30D | -0.3% | -14.7% | +14.4% | +0.2% |
| 3M | -0.3% | +13.2% | -13.5% | -1.0% |
| 6M | +0.7% | +57.4% | -56.6% | -1.2% |
| YTD | +1.3% | +110.0% | -108.7% | -1.8% |
| 1Y | +4.7% | +134.4% | -129.7% | +0.9% |
| 3Y | +30.1% | +203.5% | -173.4% | +21.6% |
| 5Y | +6.9% | +47.1% | -40.3% | +0.7% |
| All | +6.9% | +45.0% | -38.1% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling