-17.0%
COMP vs VSAT
+36.3%
-53.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.6% |
| 7D | +7.2% | -0.5% | +7.7% | +6.8% |
| 30D | +6.4% | +4.0% | +2.4% | +4.3% |
| 3M | -19.4% | -11.8% | -7.7% | -18.5% |
| 6M | +14.6% | +6.9% | +7.6% | +8.0% |
| YTD | -5.5% | +117.2% | -122.7% | -26.1% |
| 1Y | +13.7% | +102.4% | -88.8% | -10.4% |
| 3Y | +409.7% | +295.5% | +114.2% | +178.3% |
| 5Y | -17.0% | +37.0% | -54.1% | -32.7% |
| All | -17.0% | +36.3% | -53.4% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling