+233.4%
EQX vs VSAT
+27.6%
+205.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.5% | -7.6% | -5.4% |
| 7D | -7.0% | +3.4% | -10.4% | -7.5% |
| 30D | +4.8% | -12.2% | +17.1% | +6.3% |
| 3M | +25.6% | +20.6% | +5.0% | +21.6% |
| 6M | -25.8% | +60.2% | -86.0% | -30.8% |
| YTD | -12.7% | +115.3% | -128.0% | -21.6% |
| 1Y | +14.1% | +154.6% | -140.5% | +0.1% |
| 3Y | +165.7% | +211.2% | -45.4% | +111.5% |
| 5Y | +81.2% | +52.7% | +28.6% | +50.7% |
| All | +233.4% | +27.6% | +205.7% | +193.8% |
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