-64.7%
CAPR vs VSAT
+2.6%
-67.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +16.3% | -6.8% | +5.8% |
| 7D | +36.0% | +0.4% | +35.7% | +35.3% |
| 30D | +25.8% | +3.3% | +22.5% | +23.6% |
| 3M | +140.8% | -7.5% | +148.3% | +141.3% |
| 6M | -67.6% | +6.2% | -73.8% | -70.6% |
| YTD | -65.9% | +115.8% | -181.7% | -75.1% |
| 1Y | +66.1% | +107.7% | -41.6% | +21.4% |
| 3Y | +256.9% | +292.0% | -35.2% | +75.1% |
| 5Y | +172.1% | +35.3% | +136.8% | +80.6% |
| 10Y | -64.7% | -5.2% | -59.5% | -84.2% |
| All | -64.7% | +2.6% | -67.3% | -84.2% |
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