+283.7%
CME vs VSAT
+4.2%
+279.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.3% |
| 7D | -2.9% | +17.3% | -20.2% | -3.7% |
| 30D | +5.5% | -3.3% | +8.8% | +5.6% |
| 3M | +11.0% | +18.7% | -7.8% | +9.0% |
| 6M | -9.7% | +77.6% | -87.2% | -14.0% |
| YTD | +4.9% | +125.6% | -120.8% | -2.1% |
| 1Y | +10.1% | +158.3% | -148.2% | +1.2% |
| 3Y | +53.5% | +226.1% | -172.6% | +32.3% |
| 5Y | +77.2% | +54.7% | +22.5% | +60.8% |
| All | +283.7% | +4.2% | +279.5% | +224.6% |
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