-16.0%
VSAT vs EFV
+163.3%
-179.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.5% |
| 7D | +5.9% | +2.5% | +3.4% | +2.6% |
| 30D | +9.7% | +2.9% | +6.8% | +5.0% |
| 3M | -18.3% | -1.4% | -16.9% | -16.8% |
| 6M | -4.1% | +5.5% | -9.6% | -10.2% |
| YTD | +96.5% | +16.1% | +80.4% | +63.1% |
| 1Y | +89.3% | +20.3% | +69.0% | +50.2% |
| 3Y | +270.1% | +90.4% | +179.6% | +65.9% |
| 5Y | +26.4% | +93.5% | -67.1% | -44.7% |
| All | -16.0% | +163.3% | -179.3% | -75.2% |
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