+690.7%
DD vs VSAT
+1,325.7%
-635.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.1% |
| 7D | +5.0% | +5.9% | -0.9% | +4.0% |
| 30D | +19.7% | +9.7% | +10.0% | +17.5% |
| 3M | +7.2% | -18.3% | +25.5% | +9.4% |
| 6M | +1.0% | -4.1% | +5.1% | -1.0% |
| YTD | +29.1% | +96.5% | -67.4% | +12.2% |
| 1Y | +28.5% | +89.3% | -60.8% | +11.8% |
| 3Y | +89.4% | +270.1% | -180.6% | +33.5% |
| 5Y | +67.1% | +26.4% | +40.8% | +32.1% |
| 10Y | +97.5% | -16.5% | +114.1% | +58.9% |
| All | +690.7% | +1,325.7% | -635.0% | +350.8% |
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