+18.5%
ADP vs VSAT
+199.8%
-181.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -2.1% |
| 7D | -3.4% | +11.8% | -15.2% | -3.5% |
| 30D | +2.8% | -7.0% | +9.8% | +2.8% |
| 3M | +20.9% | +3.3% | +17.7% | +20.7% |
| 6M | +29.9% | +57.4% | -27.6% | +28.3% |
| YTD | +9.6% | +118.6% | -108.9% | +7.4% |
| 1Y | -5.3% | +150.2% | -155.5% | -7.7% |
| All | +18.5% | +199.8% | -181.3% | +12.1% |
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 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