+316.1%
ADP vs VSAT
-4.9%
+321.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.0% |
| 30D | +12.8% | +4.0% | +8.8% | +11.8% |
| 3M | +12.3% | -11.8% | +24.1% | +12.6% |
| 6M | +45.4% | +6.9% | +38.5% | +41.3% |
| YTD | +21.4% | +117.2% | -95.8% | +8.4% |
| 1Y | +23.7% | +102.4% | -78.7% | +10.8% |
| 3Y | +43.6% | +295.5% | -251.8% | +8.2% |
| 5Y | +48.7% | +37.0% | +11.7% | +28.9% |
| 10Y | +316.1% | -6.0% | +322.1% | +230.6% |
| All | +316.1% | -4.9% | +321.0% | +230.6% |
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