+22.3%
DBX vs VSAT
+5.7%
+16.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.0% | -7.5% | -2.9% |
| 7D | -2.4% | +11.8% | -14.2% | -3.5% |
| 30D | -0.5% | -7.0% | +6.6% | 0.0% |
| 3M | +28.1% | +3.3% | +24.8% | +26.0% |
| 6M | +33.1% | +57.4% | -24.4% | +23.8% |
| YTD | +25.3% | +118.6% | -93.3% | +11.4% |
| 1Y | +18.3% | +150.2% | -131.9% | +2.7% |
| 3Y | +25.0% | +160.7% | -135.7% | 0.0% |
| 5Y | +7.5% | +51.2% | -43.7% | -11.4% |
| All | +22.3% | +5.7% | +16.6% | +6.5% |
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