-98.0%
CAPR vs VSAT
+93.4%
-191.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.7% | -3.0% | +3.1% |
| 7D | +41.1% | -17.0% | +58.0% | +45.8% |
| 30D | +11.1% | -9.8% | +20.9% | +12.3% |
| 3M | +115.3% | -22.0% | +137.3% | +123.6% |
| 6M | -73.8% | -5.0% | -68.8% | -75.6% |
| YTD | -68.8% | +85.6% | -154.4% | -75.7% |
| 1Y | +43.3% | +80.2% | -36.9% | +11.5% |
| 3Y | +214.7% | +250.0% | -35.3% | +72.5% |
| 5Y | +141.3% | -4.6% | +145.8% | +76.7% |
| 10Y | -67.0% | -7.2% | -59.8% | -79.3% |
| All | -98.0% | +93.4% | -191.4% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling