+1,103.7%
DIA vs VSAT
+941.5%
+162.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +0.9% | -0.5% | +1.4% | +0.6% |
| 30D | +1.1% | +4.0% | -2.8% | 0.0% |
| 3M | -2.9% | -11.8% | +8.9% | -2.3% |
| 6M | +5.9% | +6.9% | -1.0% | +2.6% |
| YTD | +9.8% | +117.2% | -107.5% | -3.6% |
| 1Y | +11.7% | +102.4% | -90.7% | -1.5% |
| 3Y | +59.5% | +295.5% | -235.9% | +17.7% |
| 5Y | +57.5% | +37.0% | +20.5% | +27.6% |
| 10Y | +235.9% | -6.0% | +242.0% | +172.8% |
| All | +1,103.7% | +941.5% | +162.2% | +534.5% |
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