-99.9%
DFNS vs VSAT
+89.5%
-189.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.9% | +2.3% | -4.1% |
| 7D | +4.6% | +3.5% | +1.2% | +4.4% |
| 30D | -73.9% | -14.7% | -59.2% | -73.5% |
| 3M | -71.7% | +13.2% | -84.9% | -71.5% |
| 6M | -94.6% | +57.4% | -152.0% | -94.5% |
| YTD | -98.1% | +110.0% | -208.1% | -98.0% |
| 1Y | -98.3% | +134.4% | -232.7% | -98.2% |
| 3Y | -99.9% | +203.5% | -303.4% | -99.9% |
| 5Y | -99.9% | +47.1% | -147.0% | -99.8% |
| All | -99.9% | +89.5% | -189.4% | -99.8% |
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 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