-50.2%
COMP vs VSAT
+41.2%
-91.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.0% | -1.0% |
| 7D | +8.9% | +20.0% | -11.1% | +4.5% |
| 30D | +14.0% | +6.5% | +7.5% | +11.1% |
| 3M | -21.1% | -18.3% | -2.8% | -18.9% |
| 6M | +20.1% | +0.4% | +19.7% | +14.8% |
| YTD | -5.0% | +106.7% | -111.7% | -24.9% |
| 1Y | +5.7% | +89.9% | -84.2% | -15.4% |
| 3Y | +412.2% | +276.3% | +135.9% | +184.1% |
| 5Y | -12.1% | +32.9% | -45.0% | -35.8% |
| All | -50.2% | +41.2% | -91.3% | -65.8% |
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