+216.9%
B vs VSAT
-11.9%
+228.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.0% | -2.6% |
| 7D | -6.2% | +20.0% | -26.2% | -7.9% |
| 30D | -6.6% | +6.5% | -13.1% | -7.6% |
| 3M | -7.9% | -18.3% | +10.5% | -6.7% |
| 6M | -16.8% | +0.4% | -17.2% | -18.3% |
| YTD | -11.7% | +106.7% | -118.4% | -19.5% |
| 1Y | +3.5% | +89.9% | -86.4% | -5.2% |
| 3Y | +165.7% | +276.3% | -110.6% | +115.7% |
| 5Y | +108.4% | +32.9% | +75.5% | +79.7% |
| All | +216.9% | -11.9% | +228.8% | +149.9% |
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