+47.8%
ADP vs VSAT
+225.8%
-178.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.2% |
| 7D | +3.2% | -17.0% | +20.2% | +3.1% |
| 30D | +14.9% | -9.8% | +24.7% | +14.9% |
| 3M | +11.6% | -22.0% | +33.6% | +11.6% |
| 6M | +48.5% | -5.0% | +53.4% | +48.0% |
| YTD | +20.6% | +85.6% | -65.0% | +18.8% |
| 1Y | +23.7% | +80.2% | -56.5% | +21.9% |
| 3Y | +47.8% | +250.0% | -202.2% | +39.7% |
| All | +47.8% | +225.8% | -178.0% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling