+25.3%
VSAT vs EFV
+93.2%
-68.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.5% |
| 7D | +5.9% | +2.5% | +3.4% | +2.1% |
| 30D | +9.7% | +2.9% | +6.8% | +4.2% |
| 3M | -18.3% | -1.4% | -16.9% | -16.6% |
| 6M | -4.1% | +5.5% | -9.6% | -11.3% |
| YTD | +96.5% | +16.1% | +80.4% | +58.0% |
| 1Y | +89.3% | +20.3% | +69.0% | +44.6% |
| 3Y | +270.1% | +90.4% | +179.6% | +51.1% |
| All | +25.3% | +93.2% | -68.0% | -54.6% |
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