+59.9%
CME vs VSAT
+280.2%
-220.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.3% | -16.7% | -0.2% |
| 7D | -0.6% | +0.4% | -0.9% | -0.5% |
| 30D | +8.5% | +3.3% | +5.3% | +8.7% |
| 3M | +16.0% | -7.5% | +23.5% | +16.1% |
| 6M | +9.3% | +6.2% | +3.1% | +9.7% |
| YTD | +15.3% | +115.8% | -100.5% | +16.7% |
| 1Y | +14.4% | +107.7% | -93.3% | +15.7% |
| 3Y | +59.9% | +292.0% | -232.1% | +69.1% |
| All | +59.9% | +280.2% | -220.3% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling