+131.7%
EMB vs VSAT
+138.6%
-6.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.2% |
| 7D | 0.0% | +11.8% | -11.8% | -0.5% |
| 30D | -0.3% | -7.0% | +6.7% | 0.0% |
| 3M | -0.4% | +3.3% | -3.7% | -1.0% |
| 6M | +0.1% | +57.4% | -57.3% | -2.7% |
| YTD | +1.6% | +118.6% | -117.0% | -3.0% |
| 1Y | +5.6% | +150.2% | -144.6% | -0.2% |
| 3Y | +29.8% | +160.7% | -130.9% | +18.6% |
| 5Y | +7.3% | +51.2% | -43.9% | -1.1% |
| 10Y | +30.4% | -0.7% | +31.1% | +19.1% |
| All | +131.7% | +138.6% | -6.9% | +97.9% |
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 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