+59.6%
DD vs VSAT
+45.0%
+14.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.3% | -1.9% |
| 7D | -3.8% | +3.5% | -7.3% | -4.1% |
| 30D | -9.2% | -14.7% | +5.5% | -7.8% |
| 3M | -9.0% | +13.2% | -22.2% | -11.1% |
| 6M | -5.0% | +57.4% | -62.3% | -10.9% |
| YTD | +7.4% | +110.0% | -102.6% | -2.9% |
| 1Y | +35.1% | +134.4% | -99.3% | +20.0% |
| 3Y | +43.2% | +203.5% | -160.3% | +15.6% |
| 5Y | +59.6% | +47.1% | +12.5% | +29.0% |
| All | +59.6% | +45.0% | +14.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling