+40.2%
DUK vs VSAT
+50.0%
-9.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | -1.7% | +3.4% | -5.1% | -1.7% |
| 30D | -2.2% | -12.2% | +10.0% | -2.1% |
| 3M | -3.7% | +20.6% | -24.3% | -4.2% |
| 6M | -6.3% | +60.2% | -66.5% | -7.5% |
| YTD | +4.5% | +115.3% | -110.8% | +2.6% |
| 1Y | +1.8% | +154.6% | -152.7% | -0.6% |
| 3Y | +46.8% | +211.2% | -164.3% | +41.1% |
| 5Y | +40.2% | +52.7% | -12.4% | +34.7% |
| All | +40.2% | +50.0% | -9.7% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling