+288.0%
CME vs VSAT
-4.9%
+292.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +1.7% | -0.5% | +2.2% | +1.5% |
| 30D | +10.2% | +4.0% | +6.2% | +9.7% |
| 3M | +17.8% | -11.8% | +29.5% | +18.1% |
| 6M | +11.0% | +6.9% | +4.1% | +9.2% |
| YTD | +17.0% | +117.2% | -100.2% | +9.4% |
| 1Y | +15.8% | +102.4% | -86.6% | +8.5% |
| 3Y | +61.8% | +295.5% | -233.7% | +36.5% |
| 5Y | +72.5% | +37.0% | +35.5% | +61.8% |
| 10Y | +288.0% | -6.0% | +294.0% | +228.4% |
| All | +288.0% | -4.9% | +292.9% | +228.4% |
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