+2,905.8%
ADP vs VSAT
+1,485.7%
+1,420.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -2.6% |
| 7D | -3.4% | +11.8% | -15.2% | -4.5% |
| 30D | +2.8% | -7.0% | +9.8% | +3.4% |
| 3M | +20.9% | +3.3% | +17.7% | +18.9% |
| 6M | +29.9% | +57.4% | -27.6% | +20.9% |
| YTD | +9.6% | +118.6% | -108.9% | -2.3% |
| 1Y | -5.3% | +150.2% | -155.5% | -17.6% |
| 3Y | +16.5% | +160.7% | -144.2% | -7.4% |
| 5Y | +49.4% | +51.2% | -1.8% | +21.8% |
| 10Y | +282.2% | -0.7% | +282.9% | +215.0% |
| All | +2,905.8% | +1,485.7% | +1,420.1% | +1,489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling