+7,328.4%
EW vs VSAT
+39.3%
+7,289.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.7% |
| 7D | +11.0% | -17.0% | +28.0% | +12.5% |
| 30D | +19.1% | -9.8% | +28.8% | +19.6% |
| 3M | +14.4% | -22.0% | +36.4% | +16.0% |
| 6M | +22.8% | -5.0% | +27.7% | +21.1% |
| YTD | +19.8% | +85.6% | -65.8% | +10.5% |
| 1Y | +23.9% | +80.2% | -56.3% | +14.2% |
| 3Y | +52.2% | +250.0% | -197.8% | +22.3% |
| 5Y | -13.9% | -4.6% | -9.4% | -23.6% |
| 10Y | +241.9% | -7.2% | +249.1% | +192.0% |
| All | +7,328.4% | +39.3% | +7,289.1% | +5,673.7% |
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