+64.4%
DGX vs VSAT
+50.0%
+14.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.9% |
| 7D | -3.5% | +3.4% | -6.9% | -3.6% |
| 30D | -2.7% | -12.2% | +9.6% | -2.4% |
| 3M | +13.9% | +20.6% | -6.7% | +13.0% |
| 6M | +16.0% | +60.2% | -44.2% | +13.9% |
| YTD | +34.9% | +115.3% | -80.3% | +31.1% |
| 1Y | +30.6% | +154.6% | -124.0% | +25.9% |
| 3Y | +93.0% | +211.2% | -118.2% | +81.3% |
| 5Y | +64.4% | +52.7% | +11.7% | +47.7% |
| All | +64.4% | +50.0% | +14.4% | +47.7% |
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