+1,590.4%
ALL vs VSAT
+1,246.3%
+344.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -5.3% |
| 7D | -1.9% | -17.0% | +15.0% | -0.2% |
| 30D | +13.8% | -9.8% | +23.5% | +14.3% |
| 3M | -7.0% | -22.0% | +15.0% | -5.4% |
| 6M | +18.0% | -5.0% | +23.0% | +15.5% |
| YTD | +24.2% | +85.6% | -61.4% | +10.7% |
| 1Y | +31.2% | +80.2% | -49.0% | +16.9% |
| 3Y | +107.5% | +250.0% | -142.5% | +53.8% |
| 5Y | +144.8% | -4.6% | +149.4% | +106.4% |
| 10Y | +375.8% | -7.2% | +383.0% | +284.3% |
| All | +1,590.4% | +1,246.3% | +344.1% | +830.7% |
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