+47.1%
VSAT vs EFV
+95.4%
-48.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.0% | -5.5% |
| 7D | +3.5% | -0.5% | +4.0% | +4.4% |
| 30D | -14.7% | 0.0% | -14.7% | -14.6% |
| 3M | +13.2% | +8.4% | +4.7% | +0.3% |
| 6M | +57.4% | +12.3% | +45.0% | +33.5% |
| YTD | +110.0% | +17.4% | +92.6% | +67.2% |
| 1Y | +134.4% | +27.1% | +107.3% | +67.4% |
| 3Y | +203.5% | +90.7% | +112.8% | +26.6% |
| 5Y | +47.1% | +95.6% | -48.5% | -46.3% |
| All | +47.1% | +95.4% | -48.3% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling