-44.8%
COMP vs VSAT
+49.2%
-94.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -0.6% |
| 7D | +1.4% | +11.8% | -10.4% | -1.2% |
| 30D | -13.3% | -7.0% | -6.3% | -12.1% |
| 3M | +41.1% | +3.3% | +37.8% | +37.0% |
| 6M | +17.2% | +57.4% | -40.3% | +2.0% |
| YTD | +5.2% | +118.6% | -113.4% | -16.5% |
| 1Y | +18.9% | +150.2% | -131.3% | -10.6% |
| 3Y | +215.9% | +160.7% | +55.2% | +107.6% |
| 5Y | -31.2% | +51.2% | -82.4% | -52.8% |
| All | -44.8% | +49.2% | -94.1% | -62.1% |
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 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