+421.5%
CARR vs VSAT
+151.1%
+270.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -1.3% | -2.4% | -3.7% |
| 30D | -8.9% | -14.8% | +5.9% | -7.4% |
| 3M | -17.3% | +2.2% | -19.5% | -18.2% |
| 6M | -1.4% | +60.2% | -61.6% | -8.1% |
| YTD | +10.0% | +115.6% | -105.6% | -1.6% |
| 1Y | -6.4% | +132.9% | -139.2% | -17.6% |
| 3Y | +1.5% | +216.1% | -214.5% | -20.4% |
| 5Y | +9.3% | +52.9% | -43.6% | -10.0% |
| All | +421.5% | +151.1% | +270.4% | +308.5% |
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