+3,205.4%
ADP vs VSAT
+1,246.3%
+1,959.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -2.0% |
| 7D | +3.2% | -17.0% | +20.2% | +4.9% |
| 30D | +14.9% | -9.8% | +24.7% | +15.4% |
| 3M | +11.6% | -22.0% | +33.6% | +13.3% |
| 6M | +48.5% | -5.0% | +53.4% | +45.4% |
| YTD | +20.6% | +85.6% | -65.0% | +8.4% |
| 1Y | +23.7% | +80.2% | -56.5% | +11.1% |
| 3Y | +47.8% | +250.0% | -202.2% | +12.4% |
| 5Y | +47.7% | -4.6% | +52.3% | +26.3% |
| 10Y | +324.0% | -7.2% | +331.2% | +248.8% |
| All | +3,205.4% | +1,246.3% | +1,959.1% | +1,663.2% |
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