+6,438.2%
EW vs VSAT
+64.1%
+6,374.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.3% |
| 7D | -0.3% | +11.8% | -12.1% | -1.3% |
| 30D | +1.0% | -7.0% | +8.1% | +1.6% |
| 3M | +2.8% | +3.3% | -0.5% | +1.6% |
| 6M | +5.5% | +57.4% | -51.9% | -0.2% |
| YTD | +5.5% | +118.6% | -113.1% | -3.6% |
| 1Y | +11.0% | +150.2% | -139.2% | -0.4% |
| 3Y | +17.7% | +160.7% | -143.0% | -1.9% |
| 5Y | -25.7% | +51.2% | -76.9% | -36.8% |
| 10Y | +132.8% | -0.7% | +133.5% | +98.7% |
| All | +6,438.2% | +64.1% | +6,374.1% | +4,939.3% |
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