-95.2%
DFNS vs VSAT
+60.7%
-155.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -3.6% |
| 7D | -16.0% | +11.8% | -27.8% | -23.9% |
| 30D | -77.7% | -7.0% | -70.6% | -75.8% |
| 3M | -77.2% | +3.3% | -80.5% | -76.1% |
| 6M | -95.2% | +57.4% | -152.6% | -95.8% |
| All | -95.2% | +60.7% | -155.8% | -95.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling