+22.6%
IEFA vs VSAT
+155.3%
-132.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.3% |
| 7D | +0.6% | +11.8% | -11.2% | -0.5% |
| 30D | +1.0% | -7.0% | +8.1% | +1.6% |
| 3M | +4.7% | +3.3% | +1.4% | +3.5% |
| 6M | +8.6% | +57.4% | -48.9% | +2.6% |
| YTD | +14.8% | +118.6% | -103.7% | +5.2% |
| 1Y | +22.6% | +150.2% | -127.6% | +11.1% |
| All | +22.6% | +155.3% | -132.7% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling