+349.8%
EWZ vs VSAT
+132.9%
+216.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | -0.7% |
| 7D | -1.5% | -17.0% | +15.5% | +1.6% |
| 30D | -24.5% | -9.8% | -14.8% | -24.0% |
| 3M | -10.7% | -22.0% | +11.3% | -8.0% |
| 6M | -19.1% | -5.0% | -14.1% | -21.6% |
| YTD | +1.6% | +85.6% | -84.0% | -15.0% |
| 1Y | +4.3% | +80.2% | -75.9% | -12.8% |
| 3Y | +19.0% | +250.0% | -231.1% | -26.1% |
| 5Y | +57.7% | -4.6% | +62.2% | +20.9% |
| 10Y | +51.3% | -7.2% | +58.6% | +9.2% |
| All | +349.8% | +132.9% | +216.9% | +128.0% |
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