-14.6%
EW vs VSAT
-0.1%
-14.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +1.0% |
| 7D | +11.0% | -17.0% | +28.0% | +11.7% |
| 30D | +19.1% | -9.8% | +28.8% | +19.3% |
| 3M | +14.4% | -22.0% | +36.4% | +15.1% |
| 6M | +22.8% | -5.0% | +27.7% | +22.0% |
| YTD | +19.8% | +85.6% | -65.8% | +15.1% |
| 1Y | +23.9% | +80.2% | -56.3% | +19.0% |
| 3Y | +52.2% | +250.0% | -197.8% | +36.3% |
| All | -14.6% | -0.1% | -14.5% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling