-77.4%
CAPR vs VSAT
+3.3%
-80.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -4.3% |
| 7D | -9.5% | +17.3% | -26.8% | -12.8% |
| 30D | +121.5% | -3.3% | +124.8% | +122.5% |
| 3M | -65.4% | +18.7% | -84.1% | -68.9% |
| 6M | -67.5% | +77.6% | -145.1% | -74.1% |
| YTD | -68.6% | +125.6% | -194.2% | -77.0% |
| 1Y | +42.7% | +158.3% | -115.6% | -1.4% |
| 3Y | +43.4% | +226.1% | -182.8% | -24.3% |
| 5Y | +86.0% | +54.7% | +31.4% | +13.4% |
| 10Y | -77.4% | +3.5% | -80.9% | -88.9% |
| All | -77.4% | +3.3% | -80.7% | -88.9% |
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