+576.6%
DD vs VSAT
+1,485.7%
-909.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -0.4% |
| 7D | -3.5% | +11.8% | -15.3% | -5.1% |
| 30D | -10.3% | -7.0% | -3.3% | -9.5% |
| 3M | -7.5% | +3.3% | -10.8% | -9.3% |
| 6M | -8.0% | +57.4% | -65.4% | -16.0% |
| YTD | +10.5% | +118.6% | -108.1% | -4.7% |
| 1Y | +38.3% | +150.2% | -112.0% | +15.7% |
| 3Y | +42.5% | +160.7% | -118.2% | +6.4% |
| 5Y | +60.2% | +51.2% | +9.0% | +23.7% |
| 10Y | +68.9% | -0.7% | +69.5% | +33.4% |
| All | +576.6% | +1,485.7% | -909.1% | +282.8% |
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