-10.7%
EWZ vs VSAT
-19.1%
+8.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +1.3% |
| 7D | -1.5% | -17.0% | +15.5% | -3.3% |
| 30D | -24.5% | -9.8% | -14.8% | -22.8% |
| 3M | -10.7% | -22.0% | +11.3% | -6.4% |
| All | -10.7% | -19.1% | +8.4% | -6.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling