-24.2%
AR vs VSAT
+17.5%
-41.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.6% |
| 7D | +2.5% | +11.8% | -9.3% | +0.3% |
| 30D | +14.8% | -7.0% | +21.8% | +16.1% |
| 3M | +6.2% | +3.3% | +2.9% | +3.1% |
| 6M | +4.3% | +57.4% | -53.2% | -9.1% |
| YTD | +14.4% | +118.6% | -104.2% | -8.7% |
| 1Y | +21.3% | +150.2% | -128.9% | -7.6% |
| 3Y | +39.8% | +160.7% | -120.9% | -9.4% |
| 5Y | +142.1% | +51.2% | +90.9% | +67.8% |
| 10Y | +52.0% | -0.7% | +52.7% | +6.1% |
| All | -24.2% | +17.5% | -41.7% | -49.5% |
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