+117.6%
DT vs VSAT
-7.4%
+125.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.3% |
| 7D | -3.3% | +11.8% | -15.1% | -4.8% |
| 30D | +2.0% | -7.0% | +9.1% | +2.8% |
| 3M | +20.0% | +3.3% | +16.7% | +17.3% |
| 6M | +39.3% | +57.4% | -18.1% | +26.2% |
| YTD | +19.8% | +118.6% | -98.8% | +2.2% |
| 1Y | +4.3% | +150.2% | -146.0% | -13.7% |
| 3Y | +7.7% | +160.7% | -153.0% | -19.7% |
| 5Y | -26.8% | +51.2% | -78.0% | -42.5% |
| All | +117.6% | -7.4% | +125.0% | +103.6% |
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