-46.5%
COMP vs VSAT
+47.4%
-93.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +16.3% | -10.6% | +2.1% |
| 7D | +14.5% | +0.4% | +14.2% | +13.9% |
| 30D | +14.9% | +3.3% | +11.6% | +12.9% |
| 3M | -14.2% | -7.5% | -6.8% | -14.2% |
| 6M | +23.7% | +6.2% | +17.5% | +16.9% |
| YTD | +2.1% | +115.8% | -113.7% | -20.0% |
| 1Y | +26.2% | +107.7% | -81.5% | -1.0% |
| 3Y | +470.9% | +292.0% | +178.9% | +213.9% |
| 5Y | -14.0% | +35.3% | -49.3% | -37.4% |
| All | -46.5% | +47.4% | -93.8% | -63.6% |
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