+112.2%
DT vs VSAT
-11.0%
+123.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +1.5% |
| 7D | -0.5% | +3.5% | -4.0% | -1.1% |
| 30D | +0.1% | -14.7% | +14.8% | +1.9% |
| 3M | +24.1% | +13.2% | +10.9% | +19.7% |
| 6M | +30.1% | +57.4% | -27.3% | +17.8% |
| YTD | +16.8% | +110.0% | -93.2% | +0.1% |
| 1Y | -0.1% | +134.4% | -134.5% | -16.6% |
| 3Y | +6.8% | +203.5% | -196.7% | -23.4% |
| 5Y | -28.4% | +47.1% | -75.5% | -43.6% |
| All | +112.2% | -11.0% | +123.2% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling