+9,431.7%
DGX vs VSAT
+1,515.6%
+7,916.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.9% |
| 7D | -0.3% | +17.3% | -17.6% | -1.6% |
| 30D | -1.2% | -3.3% | +2.1% | -1.0% |
| 3M | +19.9% | +18.7% | +1.2% | +17.3% |
| 6M | +19.2% | +77.6% | -58.3% | +12.1% |
| YTD | +37.5% | +125.6% | -88.1% | +26.1% |
| 1Y | +31.3% | +158.3% | -127.0% | +18.2% |
| 3Y | +96.6% | +226.1% | -129.5% | +62.6% |
| 5Y | +64.3% | +54.7% | +9.6% | +40.7% |
| 10Y | +241.1% | +3.5% | +237.6% | +192.8% |
| All | +9,431.7% | +1,515.6% | +7,916.1% | +6,595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling