+98.2%
DD vs VSAT
-16.2%
+114.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.2% |
| 7D | +5.0% | +5.9% | -0.9% | +3.9% |
| 30D | +19.7% | +9.7% | +10.0% | +17.3% |
| 3M | +7.2% | -18.3% | +25.5% | +9.6% |
| 6M | +1.0% | -4.1% | +5.1% | -1.3% |
| YTD | +29.1% | +96.5% | -67.4% | +10.2% |
| 1Y | +28.5% | +89.3% | -60.8% | +9.8% |
| 3Y | +89.4% | +270.1% | -180.6% | +25.2% |
| 5Y | +67.1% | +26.4% | +40.8% | +33.4% |
| All | +98.2% | -16.2% | +114.5% | +47.5% |
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 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