+126.7%
EMB vs VSAT
+137.1%
-10.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.5% | -0.5% | +1.0% | +0.4% |
| 30D | +0.9% | +4.0% | -3.1% | +0.5% |
| 3M | -2.1% | -11.8% | +9.6% | -1.9% |
| 6M | -2.2% | +6.9% | -9.1% | -3.3% |
| YTD | -0.6% | +117.2% | -117.8% | -5.4% |
| 1Y | +0.2% | +102.4% | -102.2% | -4.4% |
| 3Y | +29.5% | +295.5% | -265.9% | +15.3% |
| 5Y | +8.0% | +37.0% | -29.0% | +0.1% |
| 10Y | +35.3% | -6.0% | +41.4% | +23.5% |
| All | +126.7% | +137.1% | -10.4% | +93.2% |
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