+303.4%
CME vs VSAT
-16.2%
+319.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.0% |
| 7D | +3.9% | +5.9% | -1.9% | +3.6% |
| 30D | +11.3% | +9.7% | +1.6% | +10.5% |
| 3M | +19.6% | -18.3% | +37.9% | +20.3% |
| 6M | +8.1% | -4.1% | +12.1% | +6.9% |
| YTD | +20.4% | +96.5% | -76.1% | +13.1% |
| 1Y | +16.5% | +89.3% | -72.8% | +9.4% |
| 3Y | +66.4% | +270.1% | -203.6% | +40.4% |
| 5Y | +74.5% | +26.4% | +48.1% | +63.7% |
| All | +303.4% | -16.2% | +319.6% | +246.0% |
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 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