+19.6%
CME vs VSAT
+85.9%
-66.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.2% | +12.6% | +1.1% |
| 7D | +4.8% | -14.7% | +19.5% | +4.4% |
| 30D | +14.2% | -4.3% | +18.5% | +14.2% |
| 3M | +17.9% | -22.5% | +40.4% | +17.7% |
| 6M | +7.2% | +4.7% | +2.6% | +6.9% |
| YTD | +16.7% | +93.8% | -77.1% | +15.3% |
| 1Y | +19.6% | +79.8% | -60.3% | +18.0% |
| All | +19.6% | +85.9% | -66.3% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling