-4.5%
DASH vs VSAT
+117.5%
-122.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +16.3% | -15.6% | -1.3% |
| 7D | -4.8% | +0.4% | -5.1% | -5.2% |
| 30D | -7.9% | +3.3% | -11.2% | -8.9% |
| 3M | -16.3% | -7.5% | -8.8% | -16.5% |
| 6M | +10.4% | +6.2% | +4.2% | +6.1% |
| YTD | -20.1% | +115.8% | -135.9% | -32.0% |
| 1Y | -11.4% | +107.7% | -119.1% | -24.5% |
| 3Y | +114.1% | +292.0% | -178.0% | +46.4% |
| 5Y | -5.8% | +35.3% | -41.0% | -21.7% |
| All | -4.5% | +117.5% | -122.0% | -29.2% |
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