+18.7%
EWZ vs VSAT
+252.2%
-233.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | +1.7% |
| 7D | +0.8% | +5.9% | -5.1% | +0.3% |
| 30D | -24.4% | +9.7% | -34.1% | -25.2% |
| 3M | -4.6% | -18.3% | +13.7% | -3.7% |
| 6M | -11.6% | -4.1% | -7.5% | -12.5% |
| YTD | +2.4% | +96.5% | -94.1% | -4.2% |
| 1Y | +2.1% | +89.3% | -87.2% | -4.4% |
| 3Y | +18.7% | +270.1% | -251.3% | +2.6% |
| All | +18.7% | +252.2% | -233.4% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling