+5,473.4%
DE vs VSAT
+1,536.8%
+3,936.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.1% | -2.3% |
| 7D | +0.7% | +17.3% | -16.6% | -1.5% |
| 30D | +9.6% | -3.3% | +12.9% | +9.9% |
| 3M | +19.0% | +18.7% | +0.2% | +14.7% |
| 6M | +16.1% | +77.6% | -61.5% | +5.1% |
| YTD | +47.0% | +125.6% | -78.6% | +27.9% |
| 1Y | +43.1% | +158.3% | -115.2% | +20.7% |
| 3Y | +77.5% | +226.1% | -148.6% | +31.0% |
| 5Y | +96.4% | +54.7% | +41.7% | +53.7% |
| 10Y | +852.9% | +3.5% | +849.4% | +658.2% |
| All | +5,473.4% | +1,536.8% | +3,936.6% | +3,056.8% |
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