+317.2%
ADP vs VSAT
-11.9%
+329.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +0.9% |
| 7D | +0.3% | +20.0% | -19.7% | -1.3% |
| 30D | +11.6% | +6.5% | +5.1% | +10.5% |
| 3M | +15.1% | -18.3% | +33.4% | +16.1% |
| 6M | +46.0% | +0.4% | +45.7% | +42.7% |
| YTD | +22.4% | +106.7% | -84.3% | +9.6% |
| 1Y | +24.5% | +89.9% | -65.4% | +12.1% |
| 3Y | +44.8% | +276.3% | -231.5% | +9.5% |
| 5Y | +49.1% | +32.9% | +16.1% | +29.1% |
| All | +317.2% | -11.9% | +329.0% | +233.1% |
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