+236.1%
EW vs VSAT
-4.9%
+240.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | +9.3% | -0.5% | +9.8% | +9.0% |
| 30D | +22.1% | +4.0% | +18.1% | +21.1% |
| 3M | +13.0% | -11.8% | +24.8% | +13.5% |
| 6M | +30.1% | +6.9% | +23.1% | +26.8% |
| YTD | +22.0% | +117.2% | -95.2% | +9.8% |
| 1Y | +23.7% | +102.4% | -78.7% | +11.7% |
| 3Y | +62.0% | +295.5% | -233.5% | +24.0% |
| 5Y | -12.4% | +37.0% | -49.5% | -22.9% |
| 10Y | +236.1% | -6.0% | +242.1% | +165.9% |
| All | +236.1% | -4.9% | +240.9% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling