+15.8%
CME vs VSAT
+78.7%
-62.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | +10.2% | +4.0% | +6.2% | +10.5% |
| 3M | +17.8% | -11.8% | +29.5% | +18.1% |
| 6M | +11.0% | +6.9% | +4.1% | +11.3% |
| YTD | +17.0% | +117.2% | -100.2% | +15.5% |
| 1Y | +15.8% | +102.4% | -86.6% | +14.2% |
| All | +15.8% | +78.7% | -62.9% | +14.2% |
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