+520.8%
APP vs VSAT
+57.6%
+463.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +48.9% | +12.5% | +36.5% | +45.7% |
| 30D | +49.4% | +11.0% | +38.4% | +45.6% |
| 3M | +27.0% | -11.1% | +38.1% | +27.5% |
| 6M | -15.4% | +2.8% | -18.2% | -18.4% |
| YTD | -39.9% | +118.0% | -157.9% | -49.5% |
| 1Y | -32.0% | +97.1% | -129.1% | -42.0% |
| 3Y | +824.3% | +296.8% | +527.5% | +523.1% |
| 5Y | +252.4% | +38.7% | +213.8% | +170.2% |
| All | +520.8% | +57.6% | +463.2% | +368.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling