+125.6%
EW vs VSAT
-3.0%
+128.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | 0.0% |
| 7D | -5.1% | +3.5% | -8.6% | -5.5% |
| 30D | -6.4% | -14.7% | +8.3% | -5.1% |
| 3M | -1.6% | +13.2% | -14.7% | -3.7% |
| 6M | +2.3% | +57.4% | -55.1% | -3.9% |
| YTD | +1.1% | +110.0% | -108.9% | -8.4% |
| 1Y | +8.0% | +134.4% | -126.4% | -4.0% |
| 3Y | +16.3% | +203.5% | -187.2% | -7.1% |
| 5Y | -29.4% | +47.1% | -76.5% | -39.8% |
| 10Y | +125.6% | +0.4% | +125.2% | +82.9% |
| All | +125.6% | -3.0% | +128.6% | +82.9% |
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