+86.3%
ESI vs VSAT
+219.7%
-133.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | +0.1% |
| 7D | +5.4% | +17.3% | -11.9% | +3.0% |
| 30D | -4.2% | -3.3% | -0.9% | -3.8% |
| 3M | -9.6% | +18.7% | -28.3% | -12.4% |
| 6M | +18.3% | +77.6% | -59.2% | +8.4% |
| YTD | +45.8% | +125.6% | -79.8% | +29.2% |
| 1Y | +39.2% | +158.3% | -119.2% | +21.0% |
| 3Y | +86.3% | +226.1% | -139.9% | +50.6% |
| All | +86.3% | +219.7% | -133.4% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling