+84.1%
EWZ vs VSAT
+3.3%
+80.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.5% |
| 7D | +5.6% | +17.3% | -11.7% | +3.0% |
| 30D | +9.3% | -3.3% | +12.5% | +9.6% |
| 3M | +15.7% | +18.7% | -3.0% | +10.9% |
| 6M | +7.4% | +77.6% | -70.1% | -4.4% |
| YTD | +22.7% | +125.6% | -102.9% | +4.2% |
| 1Y | +36.4% | +158.3% | -121.9% | +12.1% |
| 3Y | +50.4% | +226.1% | -175.7% | +5.8% |
| 5Y | +67.6% | +54.7% | +13.0% | +29.1% |
| 10Y | +84.1% | +3.5% | +80.5% | +43.2% |
| All | +84.1% | +3.3% | +80.7% | +43.2% |
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