+89.2%
ES vs VSAT
-4.9%
+94.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +0.9% | -0.5% | +1.4% | +0.7% |
| 30D | +5.9% | +4.0% | +2.0% | +5.2% |
| 3M | -1.0% | -11.8% | +10.7% | -0.7% |
| 6M | +7.2% | +6.9% | +0.2% | +5.0% |
| YTD | +7.0% | +117.2% | -110.3% | -1.6% |
| 1Y | +0.5% | +102.4% | -102.0% | -7.4% |
| 3Y | +48.7% | +295.5% | -246.8% | +21.4% |
| 5Y | +1.9% | +37.0% | -35.1% | -8.6% |
| 10Y | +89.2% | -6.0% | +95.2% | +50.6% |
| All | +89.2% | -4.9% | +94.0% | +50.6% |
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 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