-69.4%
CAPR vs VSAT
-16.2%
-53.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.0% | -5.8% |
| 7D | +5.9% | +5.9% | 0.0% | +4.7% |
| 30D | +44.6% | +9.7% | +34.9% | +40.3% |
| 3M | +126.4% | -18.3% | +144.7% | +133.9% |
| 6M | -68.6% | -4.1% | -64.5% | -70.8% |
| YTD | -67.0% | +96.5% | -163.5% | -75.4% |
| 1Y | +65.2% | +89.3% | -24.1% | +23.3% |
| 3Y | +235.6% | +270.1% | -34.5% | +65.7% |
| 5Y | +175.4% | +26.4% | +149.1% | +83.7% |
| All | -69.4% | -16.2% | -53.1% | -85.8% |
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 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