-5.2%
DASH vs VSAT
+87.0%
-92.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -1.1% |
| 7D | +0.4% | -17.0% | +17.3% | +2.5% |
| 30D | -6.0% | -9.8% | +3.7% | -5.4% |
| 3M | -15.8% | -22.0% | +6.3% | -13.9% |
| 6M | +7.0% | -5.0% | +11.9% | +4.3% |
| YTD | -20.7% | +85.6% | -106.2% | -31.1% |
| 1Y | -8.5% | +80.2% | -88.7% | -20.5% |
| 3Y | +101.8% | +250.0% | -148.2% | +39.2% |
| 5Y | -9.6% | -4.6% | -5.0% | -19.4% |
| All | -5.2% | +87.0% | -92.2% | -28.3% |
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 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