+53.1%
CAPR vs VSAT
+165.9%
-112.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.9% |
| 7D | -2.0% | +11.8% | -13.8% | -2.8% |
| 30D | +139.2% | -7.0% | +146.2% | +140.3% |
| 3M | -66.4% | +3.3% | -69.6% | -67.0% |
| 6M | -63.1% | +57.4% | -120.6% | -65.7% |
| YTD | -67.4% | +118.6% | -186.0% | -71.0% |
| 1Y | +58.2% | +150.2% | -92.0% | +39.1% |
| All | +53.1% | +165.9% | -112.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling