+6,781.2%
CME vs VSAT
+614.6%
+6,166.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.0% |
| 7D | -1.6% | +11.8% | -13.4% | -3.3% |
| 30D | +6.2% | -7.0% | +13.3% | +7.1% |
| 3M | +10.4% | +3.3% | +7.1% | +7.6% |
| 6M | -9.5% | +57.4% | -67.0% | -18.6% |
| YTD | +6.0% | +118.6% | -112.6% | -10.5% |
| 1Y | +9.3% | +150.2% | -141.0% | -11.2% |
| 3Y | +57.7% | +160.7% | -103.1% | +10.9% |
| 5Y | +77.7% | +51.2% | +26.5% | +27.8% |
| 10Y | +281.2% | -0.7% | +281.9% | +179.1% |
| All | +6,781.2% | +614.6% | +6,166.6% | +2,549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling