-10.8%
DOW vs VSAT
-2.5%
-8.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -3.8% |
| 7D | -2.4% | +11.8% | -14.2% | -4.2% |
| 30D | +0.4% | -7.0% | +7.4% | +1.3% |
| 3M | -14.4% | +3.3% | -17.7% | -16.7% |
| 6M | -7.0% | +57.4% | -64.4% | -17.6% |
| YTD | +30.2% | +118.6% | -88.4% | +7.5% |
| 1Y | +29.2% | +150.2% | -121.0% | +3.1% |
| 3Y | -36.7% | +160.7% | -197.4% | -55.5% |
| 5Y | -37.7% | +51.2% | -88.9% | -54.2% |
| All | -10.8% | -2.5% | -8.4% | -9.4% |
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