-100.0%
DFNS vs VSAT
+96.8%
-196.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.4% | +12.7% |
| 7D | -13.0% | +12.5% | -25.5% | -13.9% |
| 30D | -56.9% | +11.0% | -67.9% | -57.3% |
| 3M | -93.2% | -11.1% | -82.1% | -93.2% |
| 6M | -95.4% | +2.8% | -98.2% | -95.4% |
| YTD | -99.5% | +118.0% | -217.5% | -99.5% |
| 1Y | -99.6% | +97.1% | -196.8% | -99.6% |
| 3Y | -100.0% | +296.8% | -396.8% | -100.0% |
| 5Y | -100.0% | +38.7% | -138.6% | -100.0% |
| All | -100.0% | +96.8% | -196.7% | -100.0% |
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 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