+432.5%
EWZ vs VSAT
+174.4%
+258.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.7% |
| 7D | +6.5% | +11.8% | -5.3% | +4.2% |
| 30D | +4.8% | -7.0% | +11.9% | +6.1% |
| 3M | +9.9% | +3.3% | +6.6% | +7.0% |
| 6M | +1.9% | +57.4% | -55.5% | -9.7% |
| YTD | +20.3% | +118.6% | -98.3% | -1.0% |
| 1Y | +35.6% | +150.2% | -114.6% | +7.0% |
| 3Y | +43.4% | +160.7% | -117.3% | -3.6% |
| 5Y | +55.9% | +51.2% | +4.8% | +9.0% |
| 10Y | +84.2% | -0.7% | +84.8% | +33.6% |
| All | +432.5% | +174.4% | +258.2% | +165.6% |
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 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