-37.9%
DG vs VSAT
+53.4%
-91.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -4.2% |
| 7D | -2.5% | +17.3% | -19.8% | -3.2% |
| 30D | +1.0% | -3.3% | +4.3% | +1.1% |
| 3M | +20.3% | +18.7% | +1.6% | +18.5% |
| 6M | -11.7% | +77.6% | -89.3% | -15.4% |
| YTD | -2.3% | +125.6% | -127.9% | -7.8% |
| 1Y | +20.0% | +158.3% | -138.3% | +12.0% |
| 3Y | +7.2% | +226.1% | -218.9% | -5.0% |
| 5Y | -37.9% | +54.7% | -92.6% | -46.7% |
| All | -37.9% | +53.4% | -91.4% | -46.7% |
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