-6.8%
AA vs VSAT
+33.0%
-39.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +16.3% | -10.5% | +2.5% |
| 7D | +4.8% | +0.4% | +4.5% | +4.3% |
| 30D | -0.6% | +3.3% | -3.9% | -2.0% |
| 3M | -16.3% | -7.5% | -8.8% | -16.1% |
| 6M | -33.4% | +6.2% | -39.6% | -36.3% |
| YTD | -20.7% | +115.8% | -136.5% | -36.0% |
| 1Y | +12.9% | +107.7% | -94.7% | -8.4% |
| 3Y | +75.7% | +292.0% | -216.3% | +9.8% |
| 5Y | -6.8% | +35.3% | -42.1% | -21.3% |
| All | -6.8% | +33.0% | -39.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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