+1,244.2%
EWY vs VSAT
+310.6%
+933.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | -0.1% |
| 7D | +8.0% | +17.3% | -9.3% | +4.6% |
| 30D | +14.3% | -3.3% | +17.6% | +15.0% |
| 3M | +2.3% | +18.7% | -16.4% | -2.1% |
| 6M | +49.9% | +77.6% | -27.7% | +31.6% |
| YTD | +95.3% | +125.6% | -30.3% | +62.7% |
| 1Y | +161.7% | +158.3% | +3.4% | +109.4% |
| 3Y | +230.2% | +226.1% | +4.0% | +115.9% |
| 5Y | +148.1% | +54.7% | +93.5% | +75.8% |
| 10Y | +293.2% | +3.5% | +289.6% | +183.4% |
| All | +1,244.2% | +310.6% | +933.6% | +443.4% |
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