+188.5%
VSAT vs EFV
+249.2%
-60.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.3% |
| 7D | +5.9% | +2.5% | +3.4% | +3.7% |
| 30D | +9.7% | +2.9% | +6.8% | +6.6% |
| 3M | -18.3% | -1.4% | -16.9% | -17.2% |
| 6M | -4.1% | +5.5% | -9.6% | -8.0% |
| YTD | +96.5% | +16.1% | +80.4% | +74.4% |
| 1Y | +89.3% | +20.3% | +69.0% | +63.1% |
| 3Y | +270.1% | +90.4% | +179.6% | +118.4% |
| 5Y | +26.4% | +93.5% | -67.1% | -25.7% |
| 10Y | -16.5% | +161.5% | -178.1% | -60.4% |
| All | +188.5% | +249.2% | -60.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling