+1.3%
VSAT vs EFV
+167.0%
-165.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.9% |
| 7D | +3.4% | -2.0% | +5.4% | +6.5% |
| 30D | -12.2% | -0.2% | -12.0% | -11.9% |
| 3M | +20.6% | +9.1% | +11.5% | +7.6% |
| 6M | +60.2% | +11.7% | +48.5% | +40.0% |
| YTD | +115.3% | +17.0% | +98.2% | +77.3% |
| 1Y | +154.6% | +26.7% | +127.8% | +90.1% |
| 3Y | +211.2% | +90.2% | +121.0% | +40.7% |
| 5Y | +52.7% | +96.1% | -43.4% | -34.1% |
| All | +1.3% | +167.0% | -165.7% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling