-30.6%
AR vs VSAT
-0.2%
-30.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -2.3% |
| 7D | -14.3% | -17.0% | +2.7% | -11.4% |
| 30D | +1.4% | -9.8% | +11.2% | +2.7% |
| 3M | +3.4% | -22.0% | +25.4% | +7.0% |
| 6M | -2.1% | -5.0% | +2.9% | -5.3% |
| YTD | +4.7% | +85.6% | -80.9% | -14.6% |
| 1Y | +10.6% | +80.2% | -69.6% | -9.8% |
| 3Y | +24.6% | +250.0% | -225.4% | -28.4% |
| 5Y | +71.9% | -4.6% | +76.4% | +38.9% |
| 10Y | +46.4% | -7.2% | +53.6% | +2.2% |
| All | -30.6% | -0.2% | -30.4% | -52.8% |
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