+1,046.8%
DUK vs VSAT
+1,536.8%
-490.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.7% |
| 7D | +0.7% | +17.3% | -16.6% | -0.2% |
| 30D | -2.0% | -3.3% | +1.2% | -1.9% |
| 3M | +0.2% | +18.7% | -18.5% | -1.5% |
| 6M | -6.9% | +77.6% | -84.4% | -11.1% |
| YTD | +6.1% | +125.6% | -119.5% | -0.5% |
| 1Y | +4.4% | +158.3% | -153.9% | -3.5% |
| 3Y | +49.1% | +226.1% | -177.0% | +29.4% |
| 5Y | +39.6% | +54.7% | -15.1% | +24.5% |
| 10Y | +125.1% | +3.5% | +121.6% | +100.2% |
| All | +1,046.8% | +1,536.8% | -490.0% | +769.6% |
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