-54.2%
COMP vs VSAT
+17.7%
-71.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -11.1% | +2.9% | -5.7% |
| 7D | -1.8% | -23.9% | +22.1% | +3.8% |
| 30D | -0.8% | -20.2% | +19.4% | +3.1% |
| 3M | -28.1% | -26.7% | -1.4% | -24.3% |
| 6M | +27.0% | -9.4% | +36.4% | +24.3% |
| YTD | -12.8% | +72.3% | -85.1% | -28.1% |
| 1Y | +4.9% | +56.6% | -51.7% | -12.3% |
| 3Y | +321.0% | +199.9% | +121.1% | +146.9% |
| 5Y | -25.6% | -11.4% | -14.2% | -40.7% |
| All | -54.2% | +17.7% | -71.9% | -67.3% |
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