+279.0%
ADP vs VSAT
-3.0%
+282.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -0.4% |
| 7D | -5.7% | +3.5% | -9.2% | -6.0% |
| 30D | -3.1% | -14.7% | +11.6% | -1.9% |
| 3M | +15.6% | +13.2% | +2.4% | +12.9% |
| 6M | +20.8% | +57.4% | -36.6% | +13.0% |
| YTD | +4.7% | +110.0% | -105.2% | -5.6% |
| 1Y | -8.3% | +134.4% | -142.7% | -19.1% |
| 3Y | +13.6% | +203.5% | -190.0% | -10.4% |
| 5Y | +45.0% | +47.1% | -2.1% | +22.3% |
| 10Y | +279.0% | +0.4% | +278.6% | +207.0% |
| All | +279.0% | -3.0% | +282.0% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling