-99.9%
DFNS vs VSAT
+53.4%
-153.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.0% |
| 7D | +0.8% | +17.3% | -16.5% | -0.6% |
| 30D | -73.2% | -3.3% | -70.0% | -73.1% |
| 3M | -72.4% | +18.7% | -91.2% | -72.4% |
| 6M | -95.2% | +77.6% | -172.8% | -95.2% |
| YTD | -98.0% | +125.6% | -223.6% | -97.9% |
| 1Y | -98.3% | +158.3% | -256.6% | -98.2% |
| 3Y | -99.9% | +226.1% | -326.0% | -99.8% |
| 5Y | -99.9% | +54.7% | -154.5% | -99.8% |
| All | -99.9% | +53.4% | -153.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling